Browsen in EconStor gesamt nach Autor:innen Sass, Jörn
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Erscheinungsjahr | Titel | Autor:innen |
2020 | Good-deal bounds for option prices under value-at-risk and expected shortfall constraints | Desmettre, Sascha; Laudagé, Christian; Sass, Jörn |
2022 | Signal-to-noise matrix and model reduction in continuous-time hidden Markov models | Leoff, Elisabeth; Ruderer, Leonie; Sass, Jörn |
2022 | Robust utility maximizing strategies under model uncertainty and their convergence | Sass, Jörn; Westphal, Dorothee |
2022 | Long-term stability of a life insurer’s balance sheet | Diehl, Maximilian; Horsky, Roman; Reetz, Susanne; Sass, Jörn |