J\"orn Sass

Identifiers

• name variant J\"orn Sass 0.60 · backfill

Papers (2)

1. Filterbased Stochastic Volatility in Continuous-Time Hidden Markov Models q-fin.ST · 2016 · author #3
2. Expert Opinions and Logarithmic Utility Maximization in a Market with Gaussian Drift q-fin.PM · 2014 · author #3

Mentions

• 1402.6313 #3 · backfill · confidence 0.70 J\"orn Sass

Frequent Coauthors

• Abdelali Gabih 1 shared papers
• Elisabeth Leoff 1 shared papers
• Hakam Kondakji 1 shared papers
• Ralf Wunderlich 1 shared papers
• Vikram Krishnamurthy 1 shared papers