Research output per year
Research output per year
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Erratum to integral representation of generalized grey Brownian motion
Bock, W., da Silva, J. L. & Desmettre, S., 2025, In: Stochastics. 8 p.Research output: Contribution to journal › Article › peer-review
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A Comparative Study of Factor Models for Different Periods of the Electricity Spot Price Market
Aichinger, F., Desmettre, S. & Laudagé, C., Dec 2024, In: Journal of Commodity Markets. 36, p. 100435 29 p., 100435.Research output: Contribution to journal › Article › peer-review
Open Access -
American option pricing using generalised stochastic hybrid systems
Buckwar, E., Desmettre, S., Mallinger, A. & Meddah, A., 2024, In: Journal of Stochastic Analysis. p. to appear 10 p.Research output: Contribution to journal › Article › peer-review
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Generative Adversarial Networks for Electricity Price Scenario Generation
Desmettre, S., Korn, R., Laudagé, C. & Yilmaz, B., Jun 2024, In: Commodities. 3, p. 254-280 27 p.Research output: Contribution to journal › Article › peer-review
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Scalarized Utility-Based Multi- Asset Risk Measures
Desmettre, S., Laudagé, C. & Sass, J., 2024, In: Scandinavian Actuarial Journal. p. online 29 p.Research output: Contribution to journal › Article › peer-review
Open Access
Activities
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Kihlstrom-Mirmann Preferences in Continuous Time
Desmettre, S. (Speaker)
05 Jun 2025Activity: Talk or presentation › Invited talk › science-to-science
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Kihlstrom-Mirmann Preferences in Continuous Time
Desmettre, S. (Speaker)
07 May 2025Activity: Talk or presentation › Invited talk › science-to-public
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Pricing of geometric Asian options in the Volterra-Heston model
Desmettre, S. (Speaker)
12 Mar 2025Activity: Talk or presentation › Invited talk › science-to-science
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Gutachten für die Promotion von Dr. Laurena Ramadani von der RPTU Kaiserslautern-Landau
Desmettre, S. (Expert)
11 Nov 2024Activity: Expert activities › Expert activity for dissertations and habilitations
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"Climate Change and Insurance" – CCI 2024
Desmettre, S. (Session chair)
04 Sept 2024 → 05 Sept 2024Activity: Participating in or organising an event › Organising a conference, workshop, ...