Showing results (1-10 of 4) with videos related to
Sort By:
Pageof 1
Mathematical Finance|March 20, 2024
Equilibrium investment with random risk aversionSascha Desmettre, Mogens SteffensenReview of Derivatives Research|March 14, 2025
Pricing of geometric Asian options in the Volterra-Heston modelFlorian Aichinger, Sascha DesmettreEuropean Actuarial Journal|November 29, 2022
Dynamic surplus optimization with performance- and index-linked liabilitiesSascha Desmettre, Markus Wahl, Rudi ZagstStochastics (Abingdon, England : 2005)|September 17, 2020
Integral representation of generalized grey Brownian motionWolfgang Bock, Sascha Desmettre, José Luís da SilvaPageof 1