Own-company stockholding and work effort preferences of an unconstrained executive. - Sascha Desmettre; John Gould; Alexander Szimayer (Math. Methods Oper. Res., 2010)

Work effort, consumption, and portfolio selection: when the occupational choice matters. - Sascha Desmettre; Alexander Szimayer (Math. Methods Oper. Res., 2011)

Optimization strategies for portable code for Monte Carlo-based value-at-risk systems. - Javier Alejandro Varela; Claus Kestel; Christian de Schryver; Norbert Wehn; Sascha Desmettre; Ralf Korn (WHPCF@SC, 2015)

Robust worst-case optimal investment. - Sascha Desmettre; Ralf Korn; Peter Ruckdeschel; Frank Thomas Seifried (OR Spectr., 2015)

Real-Time Financial Risk Measurement of Dynamic Complex Portfolios with Python and PyOpenCL. - Javier Alejandro Varela; Norbert Wehn; Sascha Desmettre; Ralf Korn (PyHPC@SC, 2017)

Portfolio optimization with early announced discrete dividends. - Sascha Desmettre; Sarah Grün; Ralf Korn (Oper. Res. Lett., 2018)

Portfolio Optimization in Fractional and Rough Heston Models. - Nicole Bäuerle; Sascha Desmettre (SIAM J. Financial Math., 2020)

Supervised machine learning classification for short straddles on the S&P500. - Alexander Brunhuemer; Lukas Larcher; Philipp Seidl; Sascha Desmettre; Johannes Kofler; Gerhard Larcher (CoRR, 2022)

Utility Maximization in Multivariate Volterra Models. - Florian Aichinger; Sascha Desmettre (SIAM J. Financial Math., 2023)

Exact simulation of the first-passage time of SDEs to time-dependent thresholds. - Devika Khurana; Sascha Desmettre; Evelyn Buckwar (CoRR, 2024)

First-passage time for PDifMPs: an Exact simulation approach for time-varying thresholds. - Sascha Desmettre; Devika Khurana; Amira Meddah (CoRR, 2025)