Gerhold, Stefan
- Asymptotics for a Variant of the Mittag-Leffler Function
2011/03/11 by Stefan Gerhold, Gerhold, Stefan · 1 citation
Mathematics · #33E12 #41A60 #Combinatorics (math.CO) #Complex Variables (math.CV) #FOS: Mathematics #Mathematical Dynamics and Fractals #Mathematical functions and polynomials #Mathematics and Applications
- Disproof of a conjecture by Rademacher on partial fractions
2013/12/16 by Drmota, Michael, Gerhold, Stefan · 1 citation
#11P82 #41A60 #FOS: Mathematics #Number Theory (math.NT)
- Peacocks nearby: approximating sequences of measures
2015/12/21 by Gerhold, Stefan, Gülüm, I. Cetin · 1 citation
#26A51 #60E15 #60G42 #60G44 #FOS: Mathematics #Probability (math.PR)
- Consistency of option prices under bid-ask spreads
2016/08/19 by Gerhold, Stefan, Gülüm, I. Cetin · 1 citation
#60G42 #91G20 #FOS: Economics and business #Mathematical Finance (q-fin.MF)
- Moment Explosions in the Rough Heston Model
2018/01/29 by Gerhold, Stefan, Gerstenecker, Christoph, Pinter, Arpad · 1 citation
#45D05 #91G20 #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Pricing of Securities (q-fin.PR)