Showing 1 - 3 results of 3 for search 'Sascha Desmettre', query time: 0.67s Refine Results
  1. 1
    Good-Deal Bounds for Option Prices under Value-at-Risk and Expected Shortfall Constraints

    Good-Deal Bounds for Option Prices under Value-at-Risk and Expected Shortfall Constraints by Sascha Desmettre, Christian Laudagé, Jörn Sass

    Published 2020-10-01
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  2. 2
    Nested MC-Based Risk Measurement of Complex Portfolios: Acceleration and Energy Efficiency

    Nested MC-Based Risk Measurement of Complex Portfolios: Acceleration and Energy Efficiency by Sascha Desmettre, Ralf Korn, Javier Alejandro Varela, Norbert Wehn

    Published 2016-10-01
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  3. 3
    Supervised Machine Learning Classification for Short Straddles on the S&P500

    Supervised Machine Learning Classification for Short Straddles on the S&P500 by Alexander Brunhuemer, Lukas Larcher, Philipp Seidl, Sascha Desmettre, Johannes Kofler, Gerhard Larcher

    Published 2022-12-01
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