Prefix title Titel (vorangestellt)
Associate Prof. Dipl.-Ing. Dr.techn.
 
Full name Familienname, Vorname
Gerhold, Stefan
 
 

Results 1-20 of 33 (Search time: 0.003 seconds).

PreviewAuthors / EditorsTitleTypeIssue Date
1Volatility Smile expansions in Levy models.pdf.jpgZrunek, Axel Volatility Smile expansions in Lévy modelsThesis Hochschulschrift2013
2Variance Swaps Sub- und Super-Hedging von Varianzoptionen.pdf.jpgAigner, Stephan Variance Swaps: Sub- und Super-Hedging von VarianzoptionenThesis Hochschulschrift2015
3Variable Annuities Bewertungsansatz mittels Monte Carlo Simulation.pdf.jpgSteiner, Florian Variable Annuities: Bewertungsansatz mittels Monte Carlo SimulationThesis Hochschulschrift2015
4Utility Indifference Pricing in Semi-Complete Markets Large Deviations Effects.pdf.jpgKausel, Alexandra Utility Indifference Pricing in Semi-Complete Markets: Large Deviations EffectsThesis Hochschulschrift2020
5Stochastische Schadenreservierung.pdf.jpgSchützenhofer, Michael Stochastische SchadenreservierungThesis Hochschulschrift2015
6Small-time asymptotics moment explosion and the moderate deviations regime.pdf.jpgPinter, Arpad Small-time asymptotics, moment explosion and the moderate deviations regimeThesis Hochschulschrift2017
7Saddlepoint approximation of risk measures.pdf.jpgWeiler, Lorenz Anton Saddlepoint approximation of risk measuresThesis Hochschulschrift2019
8Risikofaktoren in der Lebensversicherung aus aktuarieller Sicht.pdf.jpgLudwig, Lukas Risikofaktoren in der Lebensversicherung aus aktuarieller SichtThesis Hochschulschrift2014
9Regularization of local volatility models.pdf.jpgBeck, Martin Regularization of local volatility modelsThesis Hochschulschrift2015
10Pricing of simple and path-dependent European Options in the Jacobi Stochastic Volatility Model.pdf.jpgGötz, Simone Pricing of simple and path-dependent European Options in the Jacobi Stochastic Volatility ModelThesis Hochschulschrift2020
11Pricing of Asian options in the rough Bergomi model.pdf.jpgTomas, Anto Pricing of Asian options in the rough Bergomi modelThesis Hochschulschrift2018
12Pricing financial derivatives using Brownian motion and a Gaussian Markov alternative to fractional Brownian motion.pdf.jpgSkorupa, Miriam Pricing financial derivatives using Brownian motion and a Gaussian Markov alternative to fractional Brownian motionThesis Hochschulschrift2018
13Poisson approximation for structure floors.pdf.jpgEder, Alexander Poisson approximation for structure floorsThesis Hochschulschrift2015
14Pensions-Risikomanagement mit Optionen.pdf.jpgBachner, Mariella Pensions-Risikomanagement mit OptionenThesis Hochschulschrift2021
15Optimal risk control with non-cheap reinsurance.pdf.jpgHaberl, Matthias Optimal risk control with non-cheap reinsuranceThesis Hochschulschrift2018
16Optimal contour choice for option pricing by Fourier transform.pdf.jpgPeterseil, Andreas Optimal contour choice for option pricing by Fourier transformThesis Hochschulschrift2014
17On a uniqueness theorem for the Fokker-Planck equation.pdf.jpgGotsch, Joel On a uniqueness theorem for the Fokker-Planck equationThesis Hochschulschrift2014
18Neural Networks in Insurance.pdf.jpgZach, Victoria Neural Networks in InsuranceThesis Hochschulschrift2021
19Moment explosion time in the Rough Heston model.pdf.jpgGerstenecker, Christoph Moment explosion time in the Rough Heston modelThesis Hochschulschrift2018
20Macroeconomic factors in interest rate modelling.pdf.jpgKnapp, Bernhard Macroeconomic factors in interest rate modellingThesis Hochschulschrift2020



Results 1-2 of 2 (Search time: 0.0 seconds).

TitleP-InvestigatorProject Status
Asymptotic methods in option pricingGerhold, StefanIN PROGRESS
Asymptotics of Volatility Surfaces and Option PricesGerhold, StefanCLOSED