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Emel Savku

Observed names: E. Savku, Savku, Emel
Institution: Atilim University
ORCID: 0000-0001-8731-2928
Observed ORCID: 0000-0001-8731-2928
OpenAlex ID: A5058336024
A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model with Delay and an Application to Finance
2017 · Emel Savku, Gerhard-Wilhelm Weber · Journal of Optimization Theory and Applications · 166
Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market
2020 · E. Savku, G.-W Weber · Annals of Operations Research · 143
A Stochastic Control Approach for Constrained Stochastic Differential Games with Jumps and Regimes
2023 · Emel Savku · Mathematics · 29
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Optimal Control of Stochastic Hybrid Models in the Framework of Regime Switches
2017 · E. Savku, N. Azevedo, et al. · Springer proceedings in mathematics & statistics · 21
A Regime-Switching Model with Applications to Finance: Markovian and Non-Markovian Cases
2020 · E. Savku, G.-W. Weber · Dynamic modeling and econometrics in economics and finance · 15
Assessing MiFID 2 Regulation on Tick Sizes: A Transaction Costs Analysis Viewpoint
2018 · Sophie Laruelle, Mathieu Rosenbaum, et al. · Market Microstructure and Liquidity · 14
Memory and anticipation: two main theorems for Markov regime-switching stochastic processes
2024 · E. Savku · Stochastics · 8
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An approach for regime-switching stochastic control problems with memory and terminal conditions
2024 · E. Savku · Optimization · 7
Fundamentals of Market Making Via Stochastic Optimal Control
2022 · Emel Savku · CRC Press eBooks · 7
Deep-Control of Memory via Stochastic Optimal Control and Deep Learning
2023 · Emel Savku · Springer proceedings in mathematics & statistics · 3
An application of stochastic maximum principle for a constrained system with memory
2025 · Emel Savku · Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics · 1
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Hahn özellikli dizi uzayları
2010 · Emel Savku, Cihan Orhan
Works count: 15
Citation count: 414
H-index: 7
I10-index: 6
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