• Skip to main navigation
  • Skip to search
  • Skip to main content
JKU & KUK Research Portal Home JKU & KUK Research Portal Logo
  • Help & FAQ
    • English
    • Deutsch
  • Home
  • Research units
  • Profiles
  • Research output
  • Projects
  • Activities
  • Datasets
  • Prizes
  • Press/Media
No photo of Sascha Desmettre

View Scopus Profile

Sascha Desmettre

Assoz.Univprof., Dr.

  • Institute of Financial Mathematics and Applied Number Theory
 https://orcid.org/0000-0002-2084-9496
  • Emailsascha.desmettrejkuat
  • Overview
  • Network
  • Research output (44)
  • Activities (82)

Research output

  • 31 Article
  • 6 Preprint
  • 3 Chapter
  • 3 Conference proceedings
  • More
    • 1 Monograph

Research output per year

Research output per year

  • Approximate Bayesian computation for stochastic hybrid systems with ergodic behaviour

    Desmettre, S., Mallinger, A., Meddah, A. & Tubikanec, I., 14 Nov 2025, 30 p. (arXiv.org; no. 2511.11782).

    Research output: Working paper and reports › Preprint

    Open Access
  • Equilibrium investment under dynamic preference uncertainty

    De Gennaro Aquino, L., Desmettre, S., Havrylenko, Y. & Steffensen, M., 24 Dec 2025, (arXiv.org; no. 2512.21149).

    Research output: Working paper and reports › Preprint

    Open Access
  • Erratum to integral representation of generalized grey Brownian motion(STOCHASTICS, (2025), 97, (5), (667–674))

    Bock, W., da Silva, J. L. & Desmettre, S., 2025, In: Stochastics. 97, 5, p. 667-674 8 p.

    Research output: Contribution to journal › Article › peer-review

    Open Access
  • Exact simulation of the first-passage time of SDEs to time-dependent thresholds

    Khurana, D., Desmettre, S. & Buckwar, E., 04 Nov 2025, In: SIAM Journal on Scientific Computing. 47, 6, p. A3303-A3329 27 p.

    Research output: Contribution to journal › Article › peer-review

  • First-passage time for PDifMPs: an Exact simulation approach for time-varying thresholds

    Desmettre, S., Khurana, D. & Meddah, A., 10 Jul 2025, (E-pub ahead of print) 25 p. (arXiv.org; no. 2507.07822).

    Research output: Working paper and reports › Preprint

    Open Access
View all 44 research outputs

Activities

  • 35 Invited talk
  • 32 Contributed talk
  • 8 Organising a conference, workshop, ...
  • 3 Board, Committee or Jury
  • More
    • 2 Expert activity for dissertations and habilitations
    • 1 Scientific society
    • 1 Outgoing (legacy data)

Activities per year

  • Equilibrium Investment with Random and State-Dependent Risk Aversion’

    Desmettre, S. (Speaker)

    26 Sept 2025

    Activity: Talk or presentation › Invited talk › science-to-science

  • 13th Austrian Stochastics Days

    Tubikanec, I. (Organiser), Desmettre, S. (Organiser), Meddah, A. (Organiser) & Perchtold, C. (Organiser)

    04 Sept 2025 → 05 Sept 2025

    Activity: Participating in or organising an event › Organising a conference, workshop, ...

  • Equilibrium Investment with Rando Risk Aversion

    Desmettre, S. (Speaker)

    26 Aug 2025

    Activity: Talk or presentation › Invited talk › science-to-science

  • Benefit and pension planning based on the (inhomogeneous) preferences of the policyholder

    Desmettre, S. (Expert)

    22 Aug 2025

    Activity: Expert activities › Expert activity for dissertations and habilitations

  • Kihlstrom-Mirmann Preferences in Continuous Time

    Desmettre, S. (Speaker)

    05 Jun 2025

    Activity: Talk or presentation › Invited talk › science-to-science

View all 82 activities
JKU & KUK Research Portal Logo

Powered by Pure, Scopus & Elsevier Fingerprint Engine™

All content on this site: Copyright © 2026 JKU & KUK Research Portal, its licensors, and contributors. All rights are reserved, including those for text and data mining, AI training, and similar technologies. For all open access content, the relevant licensing terms apply

We use cookies to help provide and enhance our service and tailor content. By continuing you agree to the use of cookies

Log in to Pure

Impressum

About web accessibility

Report vulnerability

Contact us