The following pages link to Stefan Gerhold (Q457078):
Displayed 50 items.
- Book review of: Bernd Luderer, Mathe, Märkte und Millionen. Plaudereien über Finanzmathematik zum Mitdenken und Mitrechnen (Q457079) (← links)
- Transaction costs, trading volume, and the liquidity premium (Q471168) (← links)
- Small-maturity digital options in Lévy models: an analytic approach (Q493621) (← links)
- The longstaff-Schwartz algorithm for Lévy models: results on fast and slow convergence (Q535203) (← links)
- Convergence properties of Kemp's \(q\)-binomial distribution (Q541770) (← links)
- Moment explosion in the LIBOR market model (Q633049) (← links)
- Computing the complexity for Schelling segregation models (Q718797) (← links)
- On the positivity set of a linear recurrence sequence (Q877480) (← links)
- Non-holonomicity of sequences defined via elementary functions (Q938207) (← links)
- Finding efficient recursions for risk aggregation by computer algebra (Q953412) (← links)
- On Turán's inequality for Legendre polynomials (Q996999) (← links)
- On some non-holonomic sequences (Q1773161) (← links)
- Dynamic trading under integer constraints (Q1788825) (← links)
- Computational methods for quantitative finance. Finite element methods for derivative pricing (Q1935212) (← links)
- The dual optimizer for the growth-optimal portfolio under transaction costs (Q1945044) (← links)
- Peacocks nearby: approximating sequences of measures (Q2000153) (← links)
- Fractional characteristic functions, and a fractional calculus approach for moments of random variables (Q2110526) (← links)
- Large deviations related to the law of the iterated logarithm for Itô diffusions (Q2183114) (← links)
- Large deviations for fractional volatility models with non-Gaussian volatility driver (Q2239270) (← links)
- Portfolio theory, risk management and the evaluation of derivatives (Q2276044) (← links)
- Moment explosions in the rough Heston model (Q2292054) (← links)
- Asymptotic expansion of Mathieu power series and trigonometric Mathieu series (Q2320167) (← links)
- Lindelöf representations and (non-)holonomic sequences (Q2380433) (← links)
- A generalization of Panjer's recursion and numerically stable risk aggregation (Q2430254) (← links)
- On the non-holonomic character of logarithms, powers, and the \(n\)th prime function (Q2570990) (← links)
- A converse to the neo-classical inequality with an application to the Mittag-Leffler function (Q2689307) (← links)
- Small time central limit theorems for semimartingales with applications (Q2804007) (← links)
- Disproof of a conjecture by Rademacher on partial fractions (Q2814367) (← links)
- Asymptotics for a variant of the Mittag–Leffler function (Q2892834) (← links)
- The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options (Q3094703) (← links)
- Counting Finite Languages by Total Word Length (Q3108546) (← links)
- Asymptotics and duality for the Davis and Norman problem (Q3145080) (← links)
- Difference Equation Theory Meets Mathematical Finance (Q3387111) (← links)
- The Shape of the Value Sets of Linear Recurrence Sequences (Q3637679) (← links)
- Extrapolation Analytics for Dupire’s Local Volatility (Q4560335) (← links)
- Option pricing in the moderate deviations regime (Q4581294) (← links)
- Small-Maturity Asymptotics for the At-The-Money Implied Volatility Slope in Lévy Models (Q4682702) (← links)
- (Q5052120) (← links)
- (Q5094100) (← links)
- Generalized Mathieu Series (Q5097148) (← links)
- Consistency of option prices under bid–ask spreads (Q5109970) (← links)
- (Q5132513) (← links)
- Asymptotics of some generalized Mathieu series (Q5135274) (← links)
- Pathwise large deviations for the rough Bergomi model: Corrigendum (Q5152528) (← links)
- Computer-Assisted Proofs of Some Identities for Bessel Functions of Fractional Order (Q5244917) (← links)
- Refined wing asymptotics for the Merton and Kou jump diffusion models (Q5245474) (← links)
- How to make Dupire’s local volatility work with jumps (Q5245895) (← links)
- A procedure for proving special function inequalities involving a discrete parameter (Q5262757) (← links)
- On refined volatility smile expansion in the Heston model (Q5300441) (← links)
- Asymptotic estimates for some number-theoretic power series (Q5306715) (← links)