Sascha Desmettre

About

Professor Sascha Desmettre is a faculty member at Johannes Kepler Universität Linz in Austria. His research areas encompass financial modeling, particularly in the context of pricing options, risk measures, and utility maximization. Recent publications include studies on Asian options pricing, factor models in electricity markets, and generative adversarial networks for electricity price scenarios. Furthermore, he explores advanced topics such as dynamic surplus optimization and supervised machine learning applications in finance.