Mathematical Finance

View Statistics Email Alert RSS Feed

Journal description

Title Titel
Mathematical Finance
 
e-ISSN
1467-9965
 
ISSN
0960-1627
 
Publisher Herausgeber
WILEY
 
Publisher's Address Herausgeber Adresse
111 RIVER ST, HOBOKEN, USA, NJ, 07030-5774
 
Listed in SCI Aufgelistet im SCI
 
Peer reviewed Begutachtet
 
 

Publications Publikationen

Filter:
Author:  Gerhold, Stefan

Results 1-3 of 3 (Search time: 0.003 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Gerhold, Stefan ; Gülüm, Ismail Cetin Consistency of option prices under bid-ask spreadsArtikel Article 2020
2Friz, Peter ; Gerhold, Stefan ; Pinter, Arpad Option Pricing in the Moderate Deviations RegimeArtikel Article 25-Aug-2017
3Forde, Martin ; Gerhold, Stefan ; Smith, Benjamin Small-time, large-time and H→0 asymptotics for the rough Heston modelArtikel Article 2020