Browsing All of EconStor by Author Sass, Jörn
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
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 |