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

Results 1-20 of 34 (Search time: 0.011 seconds).

PreviewAuthors / EditorsTitleTypeIssue Date
1Zrunek Axel - 2013 - Volatility Smile expansions in Levy models.pdf.jpgZrunek, Axel Volatility Smile expansions in Lévy modelsThesis Hochschulschrift2013
2Aigner Stephan - 2015 - Variance Swaps Sub- und Super-Hedging von...pdf.jpgAigner, Stephan Variance Swaps: Sub- und Super-Hedging von VarianzoptionenThesis Hochschulschrift2015
3Steiner Florian - 2015 - Variable Annuities Bewertungsansatz mittels Monte Carlo...pdf.jpgSteiner, Florian Variable Annuities: Bewertungsansatz mittels Monte Carlo SimulationThesis Hochschulschrift2015
4Kausel Alexandra - 2020 - Utility Indifference Pricing in Semi-Complete Markets...pdf.jpgKausel, Alexandra Utility indifference pricing in semi-complete markets: large deviations effectsThesis Hochschulschrift2020
5Schuetzenhofer Michael - 2015 - Stochastische Schadenreservierung.pdf.jpgSchützenhofer, Michael Stochastische SchadenreservierungThesis Hochschulschrift2015
6Pinter Arpad - 2017 - Small-time asymptotics moment explosion and the moderate...pdf.jpgPinter, Arpad Small-time asymptotics, moment explosion and the moderate deviations regimeThesis Hochschulschrift2017
7Eberhartinger Valerie - 2021 - Semi-Markow-Modelle in der...pdf.jpgEberhartinger, Valerie Semi-Markow-Modelle in der VersicherungsmathematikThesis Hochschulschrift2021
8Weiler Lorenz Anton - 2019 - Saddlepoint approximation of risk measures.pdf.jpgWeiler, Lorenz Anton Saddlepoint approximation of risk measuresThesis Hochschulschrift2019
9Ludwig Lukas - 2014 - Risikofaktoren in der Lebensversicherung aus aktuarieller...pdf.jpgLudwig, Lukas Risikofaktoren in der Lebensversicherung aus aktuarieller SichtThesis Hochschulschrift2014
10Beck Martin - 2015 - Regularization of local volatility models.pdf.jpgBeck, Martin Regularization of local volatility modelsThesis Hochschulschrift2015
11Goetz Simone - 2020 - Pricing of simple and path-dependent European options in...pdf.jpgGötz, Simone Pricing of simple and path-dependent European options in the Jacobi stochastic volatility modelThesis Hochschulschrift2020
12Tomas Anto - 2018 - Pricing of Asian options in the rough Bergomi model.pdf.jpgTomas, Anto Pricing of Asian options in the rough Bergomi modelThesis Hochschulschrift2018
13Skorupa Miriam - 2018 - Pricing financial derivatives using Brownian motion and...pdf.jpgSkorupa, Miriam Pricing financial derivatives using Brownian motion and a Gaussian Markov alternative to fractional Brownian motionThesis Hochschulschrift2018
14Eder Alexander - 2015 - Poisson approximation for structure floors.pdf.jpgEder, Alexander Poisson approximation for structure floorsThesis Hochschulschrift2015
15Bachner Mariella - 2021 - Pensions-Risikomanagement mit Optionen.pdf.jpgBachner, Mariella Pensions-Risikomanagement mit OptionenThesis Hochschulschrift2020
16Haberl Matthias - 2018 - Optimal risk control with non-cheap reinsurance.pdf.jpgHaberl, Matthias Optimal risk control with non-cheap reinsuranceThesis Hochschulschrift2018
17Peterseil Andreas - 2014 - Optimal contour choice for option pricing by Fourier...pdf.jpgPeterseil, Andreas Optimal contour choice for option pricing by Fourier transformThesis Hochschulschrift2014
18Gotsch Joel - 2014 - On a uniqueness theorem for the Fokker-Planck equation.pdf.jpgGotsch, Joel On a uniqueness theorem for the Fokker-Planck equationThesis Hochschulschrift2014
19Zach Victoria - 2021 - Neural Networks in Insurance.pdf.jpgZach, Victoria Neural networks in insurance : comparing neural networks with generalized linear models in solving the retention problemThesis Hochschulschrift2020
20Gerstenecker Christoph - 2018 - Moment explosion time in the Rough Heston model.pdf.jpgGerstenecker, Christoph Moment explosion time in the Rough Heston modelThesis Hochschulschrift2018



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