Sascha Desmettre

Identifiers

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Papers (4)

1. Integral Representation of Generalized Grey Brownian Motion math.PR · 2018 · author #2
2. Portfolio Optimization in Fractional and Rough Heston Models q-fin.PM · 2018 · author #2
3. Generalized Pareto Processes and Liquidity stat.AP · 2017 · author #1
4. Statistical models for dynamics in extreme value processes stat.AP · 2016 · author #2

Mentions

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Frequent Coauthors

• Peter Ruckdeschel 2 shared papers
• Bernhard Spangl 1 shared papers
• Frank Thomas Seifried 1 shared papers
• Johan de Kock 1 shared papers
• Jos\'e Lu\'is da Silva 1 shared papers
• Nicole B\"auerle 1 shared papers
• Wolfgang Bock 1 shared papers