Stefan Gerhold

Publication Activity (10 Years)

Years Active: 2004-2022
Publications (10 Years): 3

Top Topics

Optimal Portfolio

Transaction Costs

Geometric Properties

Top Venues

Finance Stochastics

J. Appl. Probab.

Publications

Zivorad Tomovski, Stefan Gerhold, Deepak Bansal, Amit Soni
Geometric Properties of Some Generalized Mathieu Power Series inside the Unit Disk. Axioms 11 (10) (2022)
Stefan Gerhold, Antoine Jacquier, Mikko S. Pakkanen, Henry Stone, Thomas Wagenhofer
Pathwise large deviations for the rough Bergomi model: Corrigendum. J. Appl. Probab. 58 (3) (2021)
Stefan Gerhold, Paul Krühner
Dynamic trading under integer constraints. Finance Stochastics 22 (4) (2018)
Stefan Gerhold, Paolo Guasoni, Johannes Muhle-Karbe, Walter Schachermayer
Transaction costs, trading volume, and the liquidity premium. Finance Stochastics 18 (1) (2014)
Stefan Gerhold, Manuel Kauers, Christoph Koutschan, Peter Paule, Carsten Schneider, Burkhard Zimmermann
Computer-Assisted Proofs of Some Identities for Bessel Functions of Fractional Order CoRR (2013)
Stefan Gerhold, Johannes Muhle-Karbe, Walter Schachermayer
The dual optimizer for the growth-optimal portfolio under transaction costs. Finance Stochastics 17 (2) (2013)
Stefan Gerhold
Counting Finite Languages by Total Word Length. Integers 11 (2011)
Stefan Gerhold, Uwe Schmock, Richard Warnung
A generalization of Panjer's recursion and numerically stable risk aggregation. Finance Stochastics 14 (1) (2010)
Philippe Flajolet, Stefan Gerhold, Bruno Salvy
Lindelöf Representations and (Non-)Holonomic Sequences. Electron. J. Comb. 17 (1) (2010)
Alexandre Benoît, Frédéric Chyzak, Alexis Darrasse, Stefan Gerhold, Marc Mezzarobba, Bruno Salvy
The Dynamic Dictionary of Mathematical Functions (DDMF). ICMS (2010)
Stefan Gerhold, Manuel Kauers
A procedure for proving special function inequalities involving a discrete parameter. ISSAC (2005)
Philippe Flajolet, Stefan Gerhold, Bruno Salvy
On the Non-Holonomic Character of Logarithms, Powers, and the nth Prime Function. Electron. J. Comb. 11 (2) (2005)
Stefan Gerhold
On Some Non-Holonomic Sequences. Electron. J. Comb. 11 (1) (2004)