Stefan Gerhold

According to our database, Stefan Gerhold authored at least 13 papers between 2004 and 2022.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2022

Geometric Properties of Some Generalized Mathieu Power Series inside the Unit Disk.

Zivorad Tomovski, Stefan Gerhold, Deepak Bansal, Amit Soni

Axioms, 2022

2021

Pathwise large deviations for the rough Bergomi model: Corrigendum.

Stefan Gerhold, Antoine Jacquier, Mikko S. Pakkanen, Henry Stone, Thomas Wagenhofer

J. Appl. Probab., 2021

2018

Dynamic trading under integer constraints.

Stefan Gerhold, Paul Krühner

Finance Stochastics, 2018

2014

Transaction costs, trading volume, and the liquidity premium.

Stefan Gerhold, Paolo Guasoni, Johannes Muhle-Karbe, Walter Schachermayer

Finance Stochastics, 2014

2013

The dual optimizer for the growth-optimal portfolio under transaction costs.

Stefan Gerhold, Johannes Muhle-Karbe, Walter Schachermayer

Finance Stochastics, 2013

Computer-Assisted Proofs of Some Identities for Bessel Functions of Fractional Order

Stefan Gerhold, Manuel Kauers, Christoph Koutschan, Peter Paule, Carsten Schneider, Burkhard Zimmermann

CoRR, 2013

2011

Counting Finite Languages by Total Word Length.

Stefan Gerhold

Integers, 2011

2010

A generalization of Panjer's recursion and numerically stable risk aggregation.

Stefan Gerhold, Uwe Schmock, Richard Warnung

Finance Stochastics, 2010

Lindelöf Representations and (Non-)Holonomic Sequences.

Philippe Flajolet, Stefan Gerhold, Bruno Salvy

Electron. J. Comb., 2010

The Dynamic Dictionary of Mathematical Functions (DDMF).

Alexandre Benoît, Frédéric Chyzak, Alexis Darrasse, Stefan Gerhold, Marc Mezzarobba, Bruno Salvy

Proceedings of the Mathematical Software, 2010

2005

On the Non-Holonomic Character of Logarithms, Powers, and the nth Prime Function.

Philippe Flajolet, Stefan Gerhold, Bruno Salvy

Electron. J. Comb., 2005

A procedure for proving special function inequalities involving a discrete parameter.

Stefan Gerhold, Manuel Kauers

Proceedings of the Symbolic and Algebraic Computation, 2005

2004

On Some Non-Holonomic Sequences.

Stefan Gerhold

Electron. J. Comb., 2004