Stefan Gerhold

Finance · 2010–2011

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Stefan Gerhold trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Eberhard Freitag
  2. Jan Kallsen
  3. Walter Schachermayer
  4. Johannes Muhle‐Karbe
  5. Robert Buff
  6. Virginia S. Kiryakova
  7. Ioannis Karatzas
  8. Y. Il'yashenko

Who trusts Stefan Gerhold overall

  1. Sergei Rogosin
  2. Lotfi Boudabsa
  3. Roberto Garra
  4. Thomas Simon
  5. Enzo Orsingher
  6. Federico Polito
  7. Virginia S. Kiryakova
  8. Christoph Czichowsky

Papers from Stefan Gerhold's perspective

Ordered by how strongly the researchers Stefan Gerhold trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Methods of Mathematical Finance
  2. The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
  3. Consistent price systems and face-lifting pricing under transaction costs
  4. Lectures on Analytic Differential Equations
  5. Continuous Time Finance
  6. Analytic Functions of Several Complex Variables
  7. On using shadow prices in portfolio optimization with transaction costs
  8. On the Existence of Minimax Martingale Measures
  9. A Complete Explicit Solution to the Log-Optimal Portfolio Problem
  10. Sensitivity analysis of utility-based prices and risk-tolerance wealth processes

Their papers