The following pages link to Stefan Gerhold (Q457078):
Displaying 16 items.
- DIGITAL DOUBLE BARRIER OPTIONS: SEVERAL BARRIER PERIODS AND STRUCTURE FLOORS (Q5411740) (← links)
- Can there be an explicit formula for implied volatility? (Q5415384) (← links)
- (Q5433687) (← links)
- Point lattices and oscillating recurrence sequences<sup>†</sup> (Q5466744) (← links)
- Asymptotic Analysis of Some Discrete Distributions by the Saddle Point Method (Q5495194) (← links)
- The Dynamic Dictionary of Mathematical Functions (DDMF) (Q5747853) (← links)
- Small ball probabilities and large deviations for grey Brownian motion (Q6177633) (← links)
- Don't stay local - extrapolation analytics for Dupire's local volatility (Q6225244) (← links)
- The running maximum of the Cox-Ingersoll-Ross process with some properties of the Kummer function (Q6339240) (← links)
- Self-similar Gaussian Markov processes (Q6346656) (← links)
- A note on large deviations in life insurance (Q6348330) (← links)
- Geometric properties of some generalized Mathieu power series inside the unit disk (Q6377129) (← links)
- A converse to the neo-classical inequality with an application to the Mittag-Leffler function (Q6382179) (← links)
- The Fan-Taussky-Todd inequalities and the Lumer-Phillips theorem (Q6437652) (← links)
- A characterization of real matrix semigroups (Q6437873) (← links)
- The Riff-Shuffle Distribution is Unimodal (Q6478837) (← links)