Sascha Desmettre
- American option pricing using generalised stochastic hybrid systems
2024/08/29 by Evelyn Buckwar, Sascha Desmettre, Buckwar, Evelyn +5 · 3 citations
Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Stochastic processes and financial applications
- Robust Control for Marked Point Processes under Transition-Rate Uncertainty
2026/07/18 by Sascha Desmettre, Philipp C. Hornung
#math.OC #math.PR #q-fin.RM