Sascha Desmettre

Johannes Kepler Universität Linz - Linz / Austria

Natural Sciences / Mathematical Sciences

AD Scientific Index ID: 5286962

Johannes Kepler University Linz

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Sascha Desmettre's MOST POPULAR ARTICLES

1-) Portfolio Optimization in Fractional and Rough Heston Models N Bäuerle, S Desmettre SIAM Journal on Financial Mathematics 11 (1), 240-273, 2020 412020

2-) Severity modeling of extreme insurance claims for tarifficationC Laudagé, S Desmettre, J WenzelInsurance: Mathematics and Economics 88, 77-92, 2019312019

3-) Moderne Finanzmathematik–Theorie und Praktische Anwendung Band 2S Desmettre, R KornSpringer Fachmedien Wiesbaden, 201831*2018

4-) Lifetime consumption and investment for worst-case crash scenariosS Desmettre, R Korn, FT SeifriedInternational Journal of Theoretical and Applied Finance 18 (01), 1550004, 201519*2015

5-) Integral representation of generalized grey Brownian motionW Bock, S Desmettre, JL da SilvaStochastics 92 (4), 552-565, 2020162020

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