| Transaction costs, trading volume, and the liquidity premium S Gerhold, P Guasoni, J Muhle-Karbe, W Schachermayer Finance and Stochastics 18, 1-37, 2014 | 98 | 2014 |
| On refined volatility smile expansion in the Heston model P Friz, S Gerhold, A Gulisashvili, S Sturm Quantitative Finance 11 (8), 1151-1164, 2011 | 81 | 2011 |
| On the non-holonomic character of logarithms, powers, and the n-th prime function P Flajolet, S Gerhold, B Salvy arXiv preprint math/0501379, 2005 | 77 | 2005 |
| Uncoupling systems of linear Ore operator equations S Gerhold na, 2002 | 65 | 2002 |
| Asymptotics for a variant of the Mittag–Leffler function S Gerhold Integral Transforms and Special Functions 23 (6), 397-403, 2012 | 63 | 2012 |
| A procedure for proving special function inequalities involving a discrete parameter S Gerhold, M Kauers Proceedings of the 2005 international symposium on Symbolic and algebraic …, 2005 | 49 | 2005 |
| On some non-holonomic sequences S Gerhold the electronic journal of combinatorics, R87-R87, 2004 | 47 | 2004 |
| The dual optimizer for the growth-optimal portfolio under transaction costs S Gerhold, J Muhle-Karbe, W Schachermayer Finance and Stochastics 17, 325-354, 2013 | 46 | 2013 |
| Asymptotics and duality for the Davis and Norman problem S Gerhold, J Muhle-Karbe, W Schachermayer Stochastics An International Journal of Probability and Stochastic Processes …, 2012 | 46 | 2012 |
| A generalization of Panjer’s recursion and numerically stable risk aggregation S Gerhold, U Schmock, R Warnung Finance and Stochastics 14 (1), 81-128, 2010 | 45 | 2010 |
| On the positivity set of a linear recurrence sequence JP Bell, S Gerhold Israel Journal of Mathematics 157 (1), 333-345, 2007 | 45 | 2007 |
| Computing the complexity for Schelling segregation models S Gerhold, L Glebsky, C Schneider, H Weiss, B Zimmermann Communications in Nonlinear Science and Numerical Simulation 13 (10), 2236-2245, 2008 | 42 | 2008 |
| Moment explosions in the rough Heston model S Gerhold, C Gerstenecker, A Pinter Decisions in Economics and Finance 42, 575-608, 2019 | 34 | 2019 |
| Option pricing in the moderate deviations regime P Friz, S Gerhold, A Pinter Mathematical Finance 28 (3), 962-988, 2018 | 32 | 2018 |
| Small‐time, large‐time, and asymptotics for the Rough Heston model M Forde, S Gerhold, B Smith Mathematical Finance 31 (1), 203-241, 2021 | 31 | 2021 |
| The dynamic dictionary of mathematical functions (DDMF) A Benoit, F Chyzak, A Darrasse, S Gerhold, M Mezzarobba, B Salvy Mathematical Software–ICMS 2010: Third International Congress on …, 2010 | 31 | 2010 |
| How to make Dupire’s local volatility work with jumps PK Friz, S Gerhold, M Yor Quantitative Finance 14 (8), 1327-1331, 2014 | 29 | 2014 |
| On Turán's inequality for Legendre polynomials H Alzer, S Gerhold, M Kauers, A Lupaş Expositiones Mathematicae 25 (2), 181-186, 2007 | 29 | 2007 |
| The Longstaff–Schwartz algorithm for Lévy models: results on fast and slow convergence S Gerhold | 27 | 2011 |
| The Hartman-Watson distribution revisited: asymptotics for pricing Asian options S Gerhold Journal of Applied Probability 48 (3), 892-899, 2011 | 26 | 2011 |
