Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)

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Primary Data

Project Acronym Projekt Kurzbezeichnung
FAM: CDL PRisMa
 
Project Title (de) Projekttitel (de)
Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)
 
Project Title (en) Projekttitel (en)
Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)
 
Consortium Coordinator Koordinator des Konsortiums
 
Principal Investigator Projektleiter_in
 

Grants

Funder/Funding Agency Fördergeber
CDG Christian Doppler Forschungsgesellschaft

Publications

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Author:  Gerhold, Stefan

Results 1-20 of 31 (Search time: 0.003 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Gerhold, Stefan Counting Finite Languages by Total Word LengthArtikel Article2011
2Gerhold, Stefan The Longstaff-Schwartz Algorithm for Lévy Models: Results on Fast and Slow ConvergenceArtikel Article2011
3Gerhold, Stefan On Refined Volatility Smile Expansion In The Heston ModelPräsentation Presentation2010
4Gerhold, Stefan On Refined Volatility Smile Expansion In The Heston ModelPräsentation Presentation2010
5Gerhold, Stefan On Refined Volatility Smile Expansion In The Heston ModelPräsentation Presentation2010
6Gerhold, Stefan Refined volatility expansion in the Heston modelPräsentation Presentation2010
7Gerhold, Stefan Refined volatility expansion in the Heston modelPräsentation Presentation2010
8Gerhold, Stefan Refined Volatility Expansion in the Heston ModelPräsentation Presentation2010
9Gerhold, Stefan Refined Volatility Expansion in the Heston ModelPräsentation Presentation2010
10Gerhold, Stefan Refined Volatility Expansion in the Heston ModelPräsentation Presentation2010
11Gerhold, Stefan ; Schmock, Uwe ; Warnung, Richard A Generalization of the Panjer Recursion and Numerically Stable Risk AggregationArtikel Article2010
12Gerhold, Stefan ; Flajolet, P. ; Salvy, Bruno Lindelöf Representations and (Non)Holonomic SequencesArtikel Article2010
13Gerhold, Stefan Asymptotic Estimates for Some Number Theoretic Power SeriesArtikel Article2010
14Gerhold, Stefan Unimodality of Two Distributions Related to the Negative Binomial DistributionArtikel Article2010
15Benoit, Alexandre ; Chyzak, Frédéric ; Darrasse, Alexis ; Gerhold, Stefan ; Mezzarobba, Marc ; Salvy, Bruno The Dynamic Dictionary of Mathematical Functions (DDMF)Buchbeitrag Book Contribution 2010
16Gerhold, Stefan ; Zeiner, Martin Convergence Properties of Kemp's q-Binomial DistributionArtikel Article2010
17Gerhold, Stefan Lindelöf integral representations and asymptotic analysis of a certain power series with closed-form coefficientsPräsentation Presentation2009
18Gerhold, Stefan Non-Holonomic Sequences and FunctionsPräsentation Presentation2009
19Gerhold, Stefan The Shape of the Value Sets of Linear Recurrence SequencesArtikel Article2009
20Gerhold, Stefan Asymptotic Analysis of Some Discrete Distributions by the Saddle Point MethodArtikel Article2009