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Stefan Gerhold

Identifiers

  • name variant Stefan Gerhold 0.60 · backfill

Papers (40)

  1. Asymptotic expansion of Mathieu power series and trigonometric Mathieu series math.CA · 2019 · author #1
  2. Large deviations related to the law of the iterated logarithm for Ito diffusions math.PR · 2019 · author #1
  3. Asymptotics of some generalized Mathieu series math.CA · 2019 · author #1
  4. Stoichiometry-driven switching between surface reconstructions on SrTiO$_3$(001) cond-mat.mtrl-sci · 2018 · author #1
  5. Vacancy clusters at domain boundaries and band bending at the SrTiO$_3$(110) surface cond-mat.mtrl-sci · 2018 · author #3
  6. Stabilizing Single Ni adatoms on a Two-dimensional Porous Titania Overlayer at the SrTiO$_3$(110) Surface cond-mat.mtrl-sci · 2018 · author #3
  7. Well-Ordered In Adatoms at the In$_2$O$_3$(111) Surface Created by Fe Deposition cond-mat.mtrl-sci · 2018 · author #4
  8. Moment Explosions in the Rough Heston Model q-fin.MF · 2018 · author #1
  9. Dynamic trading under integer constraints q-fin.MF · 2017 · author #1
  10. Consistency of option prices under bid-ask spreads q-fin.MF · 2016 · author #1
  11. Option Pricing in the Moderate Deviations Regime q-fin.PR · 2016 · author #2
  12. Fe3O4(110)-(1x3) Revisited: Periodic (111) Nano-Facets cond-mat.mtrl-sci · 2016 · author #5
  13. Peacocks nearby: approximating sequences of measures math.PR · 2015 · author #1
  14. Refined wing asymptotics for the Merton and Kou jump diffusion models q-fin.PR · 2014 · author #1
  15. Disproof of a conjecture by Rademacher on partial fractions math.NT · 2013 · author #2
  16. Water Adsorption at the Tetrahedral Titania Surface Layer of SrTiO$_3$(110)-(4$\times$1) cond-mat.mtrl-sci · 2013 · author #3
  17. Small-maturity asymptotics for the at-the-money implied volatility slope in L\'evy models q-fin.PR · 2013 · author #1
  18. Anisotropic two-dimensional electron gas at SrTiO3(110) protected by its native overlayer cond-mat.mtrl-sci · 2013 · author #4
  19. Computer-Assisted Proofs of Some Identities for Bessel Functions of Fractional Order cs.SC · 2013 · author #1
  20. How to make Dupire's local volatility work with jumps q-fin.PR · 2013 · author #2
  21. Can there be an explicit formula for implied volatility? q-fin.PR · 2012 · author #1
  22. Small time central limit theorems for semimartingales with applications math.PR · 2012 · author #1
  23. Digital double barrier options: Several barrier periods and structure floors q-fin.PR · 2012 · author #2
  24. Transaction Costs, Trading Volume, and the Liquidity Premium q-fin.PM · 2011 · author #1
  25. Don't stay local - extrapolation analytics for Dupire's local volatility q-fin.PR · 2011 · author #2
  26. Asymptotics for a Variant of the Mittag-Leffler Function math.CV · 2011 · author #1
  27. The Hartman-Watson Distribution revisited: Asymptotics for Pricing Asian Options math.PR · 2010 · author #1
  28. Asymptotics and Duality for the Davis and Norman Problem q-fin.PM · 2010 · author #1
  29. Moment Explosion in the LIBOR Market Model q-fin.PR · 2010 · author #1
  30. The dual optimizer for the growth-optimal portfolio under transaction costs q-fin.PM · 2010 · author #1
  31. Counting Finite Languages by Total Word Length math.CO · 2010 · author #1
  32. Lindel\"of Representations and (Non-)Holonomic Sequences math.CO · 2009 · author #2
  33. Asymptotic Estimates for Some Number Theoretic Power Series math.NT · 2009 · author #1
  34. The Shape of the Value Sets of Linear Recurrence Sequences math.NT · 2009 · author #1
  35. Convergence Properties of Kemp's q-Binomial Distribution math.PR · 2008 · author #1
  36. The Longstaff--Schwartz algorithm for L\'{e}vy models: Results on fast and slow convergence math.PR · 2008 · author #1
  37. Non-Holonomicity of Sequences Defined via Elementary Functions math.CO · 2006 · author #2
  38. The Positivity Set of a Recurrence Sequence math.CO · 2005 · author #2
  39. Point Lattices and Oscillating Recurrence Sequences math.NT · 2005 · author #1
  40. On the non-holonomic character of logarithms, powers, and the n-th prime function math.CO · 2005 · author #2

Mentions

  • 1401.1954 #1 · backfill · confidence 0.70 Stefan Gerhold
  • 1312.4289 #2 · backfill · confidence 0.70 Stefan Gerhold
  • 1311.5541 #3 · backfill · confidence 0.70 Stefan Gerhold
  • 1310.3061 #1 · backfill · confidence 0.70 Stefan Gerhold
  • 1309.7042 #4 · backfill · confidence 0.70 Stefan Gerhold
  • 1305.4818 #1 · backfill · confidence 0.70 Stefan Gerhold
  • 1302.5548 #2 · backfill · confidence 0.70 Stefan Gerhold
  • 1211.4978 #1 · backfill · confidence 0.70 Stefan Gerhold
  • 1208.4282 #1 · backfill · confidence 0.70 Stefan Gerhold
  • 1207.4608 #2 · backfill · confidence 0.70 Stefan Gerhold
  • 1108.1167 #1 · backfill · confidence 0.70 Stefan Gerhold
  • 1105.1267 #2 · backfill · confidence 0.70 Stefan Gerhold
  • 1103.2285 #1 · backfill · confidence 0.70 Stefan Gerhold
  • 1011.4830 #1 · backfill · confidence 0.70 Stefan Gerhold
  • 1010.0627 #1 · backfill · confidence 0.70 Stefan Gerhold
  • 1008.2104 #1 · backfill · confidence 0.70 Stefan Gerhold
  • 1005.5105 #1 · backfill · confidence 0.70 Stefan Gerhold
  • 1001.4392 #1 · backfill · confidence 0.70 Stefan Gerhold
  • 0906.1957 #2 · backfill · confidence 0.70 Stefan Gerhold
  • 0905.2070 #1 · backfill · confidence 0.70 Stefan Gerhold
  • 0903.4043 #1 · backfill · confidence 0.70 Stefan Gerhold
  • 0804.0534 #1 · backfill · confidence 0.70 Stefan Gerhold
  • 0802.1831 #1 · backfill · confidence 0.70 Stefan Gerhold

Frequent Coauthors