Stefan Gerhold

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All published works

Action	Title	Year	Authors
+ PDF Chat	On the integrability of the supremum of stochastic volatility models and other martingales	2024	Stefan Gerhold Julian Pachschwöll Johannes Ruf
+ PDF Chat	Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts	2024	Martin Friesen Stefan Gerhold Kristof Wiedermann
+ PDF Chat	On some inequalities for the two-parameter Mittag-Leffler function in the complex plane	2024	Roberto Garrappa Stefan Gerhold Marina Popolizio Thomas Simon
+ PDF Chat	A characterization of real matrix semigroups	2023	Benedict Bauer Stefan Gerhold
+ PDF Chat	A converse to the neo-classical inequality with an application to the Mittag-Leffler function	2023	Stefan Gerhold Thomas Simon
+	Small ball probabilities and large deviations for grey Brownian motion	2023	Stefan Gerhold
+	A characterization of real matrix semigroups	2023	Benedict Bauer Stefan Gerhold
+	The Fan-Taussky-Todd inequalities and the Lumer-Phillips theorem	2023	Benedict Bauer Stefan Gerhold
+ PDF Chat	Small ball probabilities and large deviations for grey Brownian motion	2023	Stefan Gerhold
+ PDF Chat	Geometric Properties of Some Generalized Mathieu Power Series inside the Unit Disk	2022	Živorad Tomovski Stefan Gerhold Deepak Bansal Amit Soni
+	The running maximum of the Cox-Ingersoll-Ross process with some properties of the Kummer function	2022	Stefan Gerhold Friedrich Hubalek R. B. Paris
+ PDF Chat	Fractional characteristic functions, and a fractional calculus approach for moments of random variables	2022	Živorad Tomovski Ralf Metzler Stefan Gerhold
+ PDF Chat	A converse to the neo-classical inequality with an application to the Mittag-Leffler function	2021	Stefan Gerhold Thomas Simon
+	Large deviations for fractional volatility models with non-Gaussian volatility driver	2021	Stefan Gerhold Christoph Gerstenecker Archil Gulisashvili
+ PDF Chat	Pathwise large deviations for the rough Bergomi model: Corrigendum	2021	Stefan Gerhold Antoine Jacquier Mikko S. Pakkanen Henry W. Stone Thomas Wagenhofer
+	Asymptotic Expansions of Mathieu Series	2021	Živorad Tomovski Delčo Leškovski Stefan Gerhold
+	Mean Convergence of Fourier-Mathieu Series	2021	Živorad Tomovski Delčo Leškovski Stefan Gerhold
+	Probability Distributions Associated with Mathieu Series	2021	Živorad Tomovski Delčo Leškovski Stefan Gerhold
+	Two-Sided Inequalities for the Butzer-Flocke-Hauss Complete Omega Function	2021	Živorad Tomovski Delčo Leškovski Stefan Gerhold
+	Generalized Mathieu Series, Associated Integral Representations and Convergence	2021	Živorad Tomovski Delčo Leškovski Stefan Gerhold
+	Generalized Mathieu Series	2021	Živorad Tomovski Delčo Leškovski Stefan Gerhold
+	Estimates for Multiple Generalized Mathieu Series	2021	Živorad Tomovski Delčo Leškovski Stefan Gerhold
+	Geometric properties of some generalized Mathieu power series inside the unit disk	2021	Stefan Gerhold Živorad Tomovski Deepak Bansal Amit Soni
+	A converse to the neo-classical inequality with an application to the Mittag-Leffler function	2021	Stefan Gerhold Thomas Simon
+	A note on large deviations in life insurance	2020	Stefan Gerhold
+ PDF Chat	Asymptotics of some generalized Mathieu series	2020	Stefan Gerhold Friedrich Hubalek Živorad Tomovski
+	Large deviations for fractional volatility models with non-Gaussian volatility driver	2020	Stefan Gerhold Christoph Gerstenecker Archil Gulisashvili
+	Large deviations related to the law of the iterated logarithm for Itô diffusions	2020	Stefan Gerhold Christoph Gerstenecker
+	Self-similar Gaussian Markov processes	2020	Benedict Bauer Stefan Gerhold
+	Difference Equation Theory Meets Mathematical Finance	2020	Stefan Gerhold Arpad Pinter
+	A note on large deviations in life insurance	2020	Stefan Gerhold
+	The running maximum of the Cox-Ingersoll-Ross process with some properties of the Kummer function	2020	Stefan Gerhold Friedrich Hubalek R. B. Paris
+	Large deviations for fractional volatility models with non-Gaussian volatility driver	2020	Stefan Gerhold Christoph Gerstenecker Archil Gulisashvili
+ PDF Chat	Consistency of option prices under bid–ask spreads	2019	Stefan Gerhold I. Cetin Gülüm
+ PDF Chat	Moment explosions in the rough Heston model	2019	Stefan Gerhold Christoph Gerstenecker Arpad Pinter
+	Asymptotic expansion of Mathieu power series and trigonometric Mathieu series	2019	Stefan Gerhold Živorad Tomovski
+	Small-time and large-time smile behaviour for the Rough Heston model	2019	Martin Forde Stefan Gerhold Benjamin Smith
+	Small-time, large-time and $H\to 0$ asymptotics for the Rough Heston model	2019	Martin Forde Stefan Gerhold Benjamin Smith
+	Asymptotic expansion of Mathieu power series and trigonometric Mathieu series	2019	Stefan Gerhold Živorad Tomovski
+	Large deviations related to the law of the iterated logarithm for Ito diffusions	2019	Stefan Gerhold Christoph Gerstenecker
+	Asymptotics of some generalized Mathieu series	2019	Stefan Gerhold Živorad Tomovski
+	Small-time, large-time and $H\to 0$ asymptotics for the Rough Heston model	2019	Martin Forde Stefan Gerhold Benjamin D. Smith
+	Asymptotic expansion of Mathieu power series and trigonometric Mathieu series	2019	Stefan Gerhold Živorad Tomovski
+	Large deviations related to the law of the iterated logarithm for Ito diffusions	2019	Stefan Gerhold Christoph Gerstenecker
+	Asymptotics of some generalized Mathieu series	2019	Stefan Gerhold Živorad Tomovski
+	Peacocks nearby: Approximating sequences of measures	2018	Stefan Gerhold I. Cetin Gülüm
+ PDF Chat	Moment Explosions in the Rough Heston Model	2018	Stefan Gerhold Christoph Gerstenecker Arpad Pinter
+	Moment Explosions in the Rough Heston Model	2018	Stefan Gerhold Christoph Gerstenecker Arpad Pinter
+	Moment Explosions in the Rough Heston Model	2018	Stefan Gerhold Christoph Gerstenecker Arpad Pinter
+	Dynamic trading under integer constraints	2017	Stefan Gerhold Paul Krühner
+ PDF Chat	Option pricing in the moderate deviations regime	2017	Peter K. Friz Stefan Gerhold Arpad Pinter
+	Dynamic trading under integer constraints	2017	Stefan Gerhold Paul Krühner
+ PDF Chat	Well-Ordered In Adatoms at the <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mrow><mml:msub><mml:mrow><mml:mi>In</mml:mi></mml:mrow><mml:mrow><mml:mn>2</mml:mn></mml:mrow></mml:msub><mml:msub><mml:mrow><mml:mi mathvariant="normal">O</mml:mi></mml:mrow><mml:mrow><mml:mn>3</mml:mn></mml:mrow></mml:msub><mml:mo stretchy="false">(</mml:mo><mml:mn>111</mml:mn><mml:mo stretchy="false">)</mml:mo></mml:mrow></mml:math> Surface Created by Fe Deposition	2016	M. Wagner Peter Lackner Steffen Seiler Stefan Gerhold Jacek Osiecki Karina Schulte L. A. Boatner Michael Schmid Bernd Meyer Ulrike Diebold
+	Consistency of option prices under bid-ask spreads	2016	Stefan Gerhold I. Cetin Gülüm
+	Consistency of option prices under bid-ask spreads	2016	Stefan Gerhold I. Cetin G ul um
+	Option Pricing in the Moderate Deviations Regime	2016	Peter K. Friz Stefan Gerhold Arpad Pinter
+	Transition from Reconstruction toward Thin Film on the (110) Surface of Strontium Titanate	2016	Zequn Wang Annelies van Loon A. Subramanian Stefan Gerhold Eamon McDermott James A. Enterkin Marcel Hieckel B. C. Russell R. J. Green A. Moewes
+ PDF Chat	Fe3O4(110)–(1 × 3) revisited: Periodic (111) nanofacets	2016	Gareth S. Parkinson Peter Lackner Oscar Gamba Sebastian Maaß Stefan Gerhold Michele Riva Roland Bliem Ulrike Diebold Michael Schmid
+ PDF Chat	Small-Maturity Asymptotics for the At-The-Money Implied Volatility Slope in Lévy Models	2016	Stefan Gerhold I. Cetin Gülüm Arpad Pinter
+ PDF Chat	Option Pricing in the Moderate Deviations Regime	2016	Peter K. Friz Stefan Gerhold Arpad Pinter
+	Consistency of option prices under bid-ask spreads	2016	Stefan Gerhold I. Cetin Gülüm
+	Option Pricing in the Moderate Deviations Regime	2016	Peter K. Friz Stefan Gerhold Arpad Pinter
+	A variant of Strassen's theorem: Existence of martingales within a prescribed distance	2015	Stefan Gerhold I. Cetin Gülüm
+	Peacocks nearby: approximating sequences of measures	2015	Stefan Gerhold I. Cetin Gülüm
+ PDF Chat	Small time central limit theorems for semimartingales with applications	2015	Stefan Gerhold Max Kleinert Piet Porkert Mykhaylo Shkolnikov
+ PDF Chat	Refined wing asymptotics for the Merton and Kou jump diffusion models	2015	Stefan Gerhold Johannes F. Morgenbesser Axel Zrunek
+	Peacocks nearby: approximating sequences of measures	2015	Stefan Gerhold I. Cetin Gülüm
+	Extrapolation Analytics for Dupire’s Local Volatility	2015	Peter K. Friz Stefan Gerhold
+ PDF Chat	Disproof of a conjecture by Rademacher on partial fractions	2014	Michael Drmota Stefan Gerhold
+	Stabilizing Single Ni Adatoms on a Two-Dimensional Porous Titania Overlayer at the SrTiO<sub>3</sub>(110) Surface	2014	Zhiming Wang Xianfeng Hao Stefan Gerhold Petr Mareš M. Wagner Roland Bliem Karina Schulte Michael Schmid Cesare Franchini Ulrike Diebold
+ PDF Chat	Vacancy clusters at domain boundaries and band bending at the<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msub><mml:mrow><mml:mi mathvariant="normal">SrTiO</mml:mi></mml:mrow><mml:mn>3</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:mn>110</mml:mn><mml:mo>)</mml:mo></mml:math>surface	2014	Zhiming Wang Xianfeng Hao Stefan Gerhold Michael Schmid Cesare Franchini Ulrike Diebold
+ PDF Chat	How to make Dupire’s local volatility work with jumps	2014	Peter K. Friz Stefan Gerhold Marc Yor
+	Anisotropic two-dimensional electron gas at SrTiO <sub>3</sub> (110)	2014	Zhiming Wang Zhicheng Zhong Xianfeng Hao Stefan Gerhold Bernhard Stöger Michael Schmid J. Sánchez‐Barriga A. Varykhalov Cesare Franchini Karsten Held
+	Refined wing asymptotics for the Merton and Kou jump diffusion models	2014	Stefan Gerhold Johannes F. Morgenbesser Axel Zrunek
+	Refined wing asymptotics for the Merton and Kou jump diffusion models	2014	Stefan Gerhold Johannes F. Morgenbesser Axel Zrunek
+	Refined wing asymptotics for the Merton and Kou jump diffusion models	2014	Stefan Gerhold Johannes F. Morgenbesser Axel Zrunek
+	Disproof of a conjecture by Rademacher on partial fractions	2013	Michael Drmota Stefan Gerhold
+ PDF Chat	DIGITAL DOUBLE BARRIER OPTIONS: SEVERAL BARRIER PERIODS AND STRUCTURE FLOORS	2013	Sühan Altay Stefan Gerhold Rainer Haidinger Karin Hirhager
+	Water Adsorption at the Tetrahedral Titania Surface Layer of SrTiO<sub>3</sub>(110)-(4 × 1)	2013	Zhiming Wang Xianfeng Hao Stefan Gerhold Zbyněk Novotný Cesare Franchini Eamon McDermott Karina Schulte Michael Schmid Ulrike Diebold
+	Stoichiometry-driven switching between surface reconstructions on SrTiO3(001)	2013	Stefan Gerhold Zhiming Wang Michael Schmid Ulrike Diebold
+	Small-maturity asymptotics for the at-the-money implied volatility slope in L\'evy models	2013	Stefan Gerhold I. Cetin Gülüm Arpad Pinter
+ PDF Chat	Transaction costs, trading volume, and the liquidity premium	2013	Stefan Gerhold Paolo Guasoni Johannes Muhle‐Karbe Walter Schachermayer
+	How to make Dupire's local volatility work with jumps	2013	Peter K. Friz Stefan Gerhold Marc Yor
+ PDF Chat	Computer-Assisted Proofs of Some Identities for Bessel Functions of Fractional Order	2013	Stefan Gerhold Manuel Kauers Christoph Koutschan Peter Paule Carsten Schneider Burkhard Zimmermann
+ PDF Chat	How to Make Dupire's Local Volatility Work with Jumps	2013	Peter K. Friz Stefan Gerhold Marc Yor
+	Disproof of a conjecture by Rademacher on partial fractions	2013	Michael Drmota Stefan Gerhold
+	How to make Dupire's local volatility work with jumps	2013	Peter K. Friz Stefan Gerhold Marc Yor
+	Small-maturity asymptotics for the at-the-money implied volatility slope in Lévy models	2013	Stefan Gerhold I. Cetin Gülüm Arpad Pinter
+	Can there be an explicit formula for implied volatility	2012	Stefan Gerhold
+	Small time central limit theorems for semimartingales with applications	2012	Stefan Gerhold Max Kleinert Piet Porkert Mykhaylo Shkolnikov
+	Digital double barrier options: Several barrier periods and structure floors	2012	Sühan Altay Stefan Gerhold Karin Hirhager
+ PDF Chat	Transaction Costs, Trading Volume, and the Liquidity Premium	2012	Stefan Gerhold Paolo Guasoni Johannes Muhle‐Karbe Walter Schachermayer
+ PDF Chat	Can There Be an Explicit Formula for Implied Volatility?	2012	Stefan Gerhold
+	Small time central limit theorems for semimartingales with applications	2012	Stefan Gerhold Max Kleinert Piet Porkert Mykhaylo Shkolnikov
+	Digital double barrier options: Several barrier periods and structure floors	2012	Sühan Altay Stefan Gerhold Karin Hirhager
+	Can there be an explicit formula for implied volatility?	2012	Stefan Gerhold
+ PDF Chat	Asymptotics and duality for the Davis and Norman problem	2011	Stefan Gerhold Johannes Muhle‐Karbe Walter Schachermayer
+ PDF Chat	The dual optimizer for the growth-optimal portfolio under transaction costs	2011	Stefan Gerhold Johannes Muhle‐Karbe Walter Schachermayer
+ PDF Chat	The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options	2011	Stefan Gerhold
+ PDF Chat	The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options	2011	Stefan Gerhold
+ PDF Chat	On refined volatility smile expansion in the Heston model	2011	Peter K. Friz Stefan Gerhold Archil Gulisashvili Stephan Sturm
+ PDF Chat	Asymptotics for a variant of the Mittag–Leffler function	2011	Stefan Gerhold
+	Don't stay local - extrapolation analytics for Dupire's local volatility	2011	Peter K. Friz Stefan Gerhold
+ PDF Chat	The Longstaff–Schwartz algorithm for Lévy models: Results on fast and slow convergence	2011	Stefan Gerhold
+	Asymptotics for a Variant of the Mittag-Leffler Function	2011	Stefan Gerhold
+ PDF Chat	Moment explosion in the LIBOR market model	2011	Stefan Gerhold
+	THE HARTMAN-WATSON DISTRIBUTION	2011	Stefan Gerhold
+ PDF Chat	Counting Finite Languages by Total Word Length	2011	Stefan Gerhold
+	Don't stay local - extrapolation analytics for Dupire's local volatility	2011	Peter K. Friz Stefan Gerhold
+	Transaction Costs, Trading Volume, and the Liquidity Premium	2011	Stefan Gerhold Paolo Guasoni Johannes Muhle‐Karbe Walter Schachermayer
+	Asymptotics for a Variant of the Mittag-Leffler Function	2011	Stefan Gerhold
+	Moment Explosion in the LIBOR Market Model	2010	Stefan Gerhold
+ PDF Chat	Convergence properties of Kemp’s q-binomial distribution	2010	Stefan Gerhold Martin Zeiner
+	Counting Finite Languages by Total Word Length	2010	Stefan Gerhold
+ PDF Chat	Lindelöf Representations and (Non-)Holonomic Sequences	2010	Philippe Flajolet Stefan Gerhold Bruno Salvy
+ PDF Chat	The Dynamic Dictionary of Mathematical Functions (DDMF)	2010	Alexandre Benoît Frédéric Chyzak Alexis Darrasse Stefan Gerhold Marc Mezzarobba Bruno Salvy
+	On refined volatility smile expansion in the Heston model	2010	Peter K. Friz Stefan Gerhold Archil Gulisashvili Stephan Sturm
+ PDF Chat	Asymptotic estimates for some number-theoretic power series	2010	Stefan Gerhold
+	The dual optimizer for the growth-optimal portfolio under transaction costs	2010	Stefan Gerhold Johannes Muhle‐Karbe Walter Schachermayer
+	Moment Explosion in the LIBOR Market Model	2010	Stefan Gerhold
+	Asymptotics and Duality for the Davis and Norman Problem	2010	Stefan Gerhold Johannes Muhle‐Karbe Walter Schachermayer
+	The Hartman-Watson Distribution revisited: Asymptotics for Pricing Asian Options	2010	Stefan Gerhold
+	Counting Finite Languages by Total Word Length	2010	Stefan Gerhold
+	Lindel\"of Representations and (Non-)Holonomic Sequences	2009	Philippe Flajolet Stefan Gerhold Bruno Salvy
+	The Shape of the Value Sets of Linear Recurrence Sequences	2009	Stefan Gerhold
+	Lindelöf Representations and (Non-)Holonomic Sequences	2009	Philippe Flajolet Stefan Gerhold Bruno Salvy
+	Asymptotic Analysis of Some Discrete Distributions by the Saddle Point Method	2008	Stefan Gerhold
+	Combinatorial Sequences: Non-Holonomicity and Inequalities	2008	Stefan Gerhold
+ PDF Chat	Non-Holonomicity of Sequences Defined via Elementary Functions	2008	Jason P. Bell Stefan Gerhold Martin Klazar Florian Luca
+	Levy-Sheffer Systems and the Longstaff-Schwartz Algorithm for American Option Pricing	2008	Stefan Gerhold
+	Finding efficient recursions for risk aggregation by computer algebra	2008	Stefan Gerhold Richard Warnung
+	On a Certain Functional Equation: Oscillations in the Solutions and their Taylor Coecients	2008	Stefan Gerhold
+	Convergence Properties of Kemp's q-Binomial Distribution	2008	Stefan Gerhold Martin Zeiner
+	Computing the complexity for Schelling segregation models	2007	Stefan Gerhold Lev Glebsky Carsten Schneider Howard M. Weiss Burkhard Zimmermann
+	The Riff-Shuffle Distribution is Unimodal	2007	Stefan Gerhold
+	On the positivity set of a linear recurrence sequence	2007	Jason P. Bell Stefan Gerhold
+	Finding Efficient Recursions for Risk Aggregation by Computer Algebra	2007	Stefan Gerhold Richard Warnung
+ PDF Chat	On Turán's inequality for Legendre polynomials	2006	Horst Alzer Stefan Gerhold Manuel Kauers Alexandru Lupaş
+	Non-Holonomicity of Sequences Defined via Elementary Functions	2006	Jason P. Bell Stefan Gerhold Martin Klazar Florian Luca
+ PDF Chat	A procedure for proving special function inequalities involving a discrete parameter	2005	Stefan Gerhold Manuel Kauers
+ PDF Chat	Point lattices and oscillating recurrence sequences<sup>†</sup>	2005	Stefan Gerhold
+ PDF Chat	On the Non-Holonomic Character of Logarithms, Powers, and the $n$th Prime Function	2005	Philippe Flajolet Stefan Gerhold Bruno Salvy
+	The Positivity Set of a Recurrence Sequence	2005	Jason P. Bell Stefan Gerhold
+	A Computer Proof of Turan's Inequality	2005	Stefan Gerhold Manuel Kauers
+	On the non-holonomic character of logarithms, powers, and the n-th prime function	2005	Philippe Flajolet Stefan Gerhold Bruno Salvy
+	Point Lattices and Oscillating Recurrence Sequences	2005	Stefan Gerhold
+ PDF Chat	On Some Non-Holonomic Sequences	2004	Stefan Gerhold
+ PDF Chat	Hole distribution in<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mo>(</mml:mo><mml:mi mathvariant="normal">Sr</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="normal">Ca</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="normal">Y</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="normal">La</mml:mi><mml:mrow><mml:msub><mml:mrow><mml:mo>)</mml:mo></mml:mrow><mml:mrow><mml:mn>14</mml:mn></mml:mrow></mml:msub></mml:mrow><mml:mrow><mml:msub><mml:mrow><mml:mi mathvariant="…	2000	N. Nücker Michael Merz C. A. Kuntscher Stefan Gerhold S. Schuppler R. Neudert M. S. Golden J. Fink Dieter Schild Shane Stadler

Common Coauthors

Coauthor	Papers Together
Živorad Tomovski	16
Peter K. Friz	13
Arpad Pinter	12
Christoph Gerstenecker	10
Ulrike Diebold	8
Johannes Muhle‐Karbe	7
Michael Schmid	7
Delčo Leškovski	7
Walter Schachermayer	7
I. Cetin Gülüm	7
Bruno Salvy	6
Philippe Flajolet	5
Archil Gulisashvili	5
Benedict Bauer	4
Thomas Simon	4
Manuel Kauers	4
Xianfeng Hao	4
Zhiming Wang	4
Jason P. Bell	4
Axel Zrunek	4
Cesare Franchini	4
Johannes F. Morgenbesser	4
I. Cetin Gülüm	3
Sühan Altay	3
Mykhaylo Shkolnikov	3
Paolo Guasoni	3
Martin Forde	3
Karin Hirhager	3
Friedrich Hubalek	3
Piet Porkert	3
Karina Schulte	3
Max Kleinert	3
M. Wagner	2
R. B. Paris	2
Marc Yor	2
Peter Lackner	2
Michael Drmota	2
Marc Yor	2
Stephan Sturm	2
Richard Warnung	2
Paul Krühner	2
Florian Luca	2
Carsten Schneider	2
Martin Klazar	2
Martin Zeiner	2
Eamon McDermott	2
Roland Bliem	2
Burkhard Zimmermann	2
Benjamin Smith	2
Peter Paule	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Singularity Analysis of Generating Functions	1990	Philippe Flajolet Andrew Odlyzko	13
+ PDF Chat	On the Non-Holonomic Character of Logarithms, Powers, and the $n$th Prime Function	2005	Philippe Flajolet Stefan Gerhold Bruno Salvy	11
+	A holonomic systems approach to special functions identities	1990	Doron Zeilberger	10
+ PDF Chat	Lindelöf Representations and (Non-)Holonomic Sequences	2010	Philippe Flajolet Stefan Gerhold Bruno Salvy	10
+ PDF Chat	On refined volatility smile expansion in the Heston model	2011	Peter K. Friz Stefan Gerhold Archil Gulisashvili Stephan Sturm	9
+ PDF Chat	On Some Non-Holonomic Sequences	2004	Stefan Gerhold	9
+	Differentiably Finite Power Series	1980	Richard P. Stanley	8
+ PDF Chat	MOMENT EXPLOSIONS AND LONG-TERM BEHAVIOR OF AFFINE STOCHASTIC VOLATILITY MODELS	2010	Martin Keller‐Ressel	8
+ PDF Chat	Non-Holonomicity of Sequences Defined via Elementary Functions	2008	Jason P. Bell Stefan Gerhold Martin Klazar Florian Luca	7
+	D-finite power series	1989	Leonard Lipshitz	7
+	An Introduction to Diophantine Approximation.	1958	John C. Brixey J. W. S. Cassels	7
+ PDF Chat	GFUN	1994	Bruno Salvy Paul Zimmermann	7
+ PDF Chat	Evolution of the surface structures on SrTiO<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mrow><mml:msub><mml:mrow /><mml:mrow><mml:mn>3</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math>(110) tuned by Ti or Sr concentration	2011	Zhiming Wang Fang Yang Zhiqiang Zhang Yuanyuan Tang Jiagui Feng Kehui Wu Qinlin Guo Jiandong Guo	6
+ PDF Chat	Reversible Transition between Thermodynamically Stable Phases with Low Density of Oxygen Vacancies on the<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:msub><mml:mi>SrTiO</mml:mi><mml:mn>3</mml:mn></mml:msub><mml:mo stretchy="false">(</mml:mo><mml:mn>110</mml:mn><mml:mo stretchy="false">)</mml:mo></mml:math>Surface	2011	Fengmiao Li Zhiming Wang Sheng Meng Yongbao Sun Jinlong Yang Qinlin Guo Jiandong Guo	6
+	Algorithmic Manipulations and Transformations of Univariate Holonomic Functions and Sequences	2001	Christian Mallinger	6
+	Singularity analysis and asymptotics of Bernoulli sums	1999	Philippe Flajolet	6
+	Studies on Divergent Series and Summability and The Asymptotic Developments of Functions Defined by Maclaurin Series	1960	Walter B. Ford	6
+	Extrapolation Analytics for Dupire’s Local Volatility	2015	Peter K. Friz Stefan Gerhold	6
+ PDF Chat	Strain-Induced Defect Superstructure on the<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:msub><mml:mi>SrTiO</mml:mi><mml:mn>3</mml:mn></mml:msub><mml:mo stretchy="false">(</mml:mo><mml:mn>110</mml:mn><mml:mo stretchy="false">)</mml:mo></mml:math>Surface	2013	Zhiming Wang Fengmiao Li Sheng Meng Jiandi Zhang E. W. Plummer Ulrike Diebold Jiandong Guo	5
+	ON THE RELATIONSHIP BETWEEN THE CALL PRICE SURFACE AND THE IMPLIED VOLATILITY SURFACE CLOSE TO EXPIRY	2009	Michael Roper Marek Rutkowski	5
+	A Survey of Transcendentally Transcendental Functions	1989	Lee A. Rubel	5
+ PDF Chat	From local volatility to local Lévy models	2004	Marc Yor Peter Carr Hélyette Geman Dilip B. Madan	5
+	The reciprocals of solutions of linear ordinary differential equations	1985	William A. Harris Yasutaka Sibuya	5
+	Option pricing by transform methods: extensions, unification and error control	2004	Roger Lee	5
+	Enumerative Combinatorics	1997	Richard P. Stanley Gian‐Carlo Rota	4
+ PDF Chat	The Existence of Probability Measures with Given Marginals	1965	Volker Strassen	4
+ PDF Chat	Counting Finite Languages by Total Word Length	2011	Stefan Gerhold	4
+	A Treatise on the Theory of Bessel Functions.	1923	Matthew Porter G. N. Watson	4
+ PDF Chat	Smile Asymptotics II: Models with Known Moment Generating Functions	2008	Shalom Benaim Peter K. Friz	4
+ PDF Chat	The asymptotic expansion of a generalised Mathieu series	2013	R. B. Paris	4
+	Symmetric functions and P-recursiveness	1990	Ira M. Gessel	4
+ PDF Chat	Creation and control of a two-dimensional electron liquid at the bare SrTiO3 surface	2011	W. Meevasana P. D. C. King Ruihua He Sung‐Kwan Mo Makoto Hashimoto A. Tamai Prayoon Songsiriritthigul F. Baumberger Z-X Shen	4
+	Asymptotics and Special Functions	1997	F. W. J. Olver	4
+	Marking in combinatorial constructions: Generating functions and limiting distributions	1995	Michael Drmota Michèle Soria	4
+	Combinatorial Sequences: Non-Holonomicity and Inequalities	2008	Stefan Gerhold	4
+	An extension of Zeilberger's fast algorithm to general holonomic functions	2000	Frédéric Chyzak	4
+ PDF Chat	Point lattices and oscillating recurrence sequences<sup>†</sup>	2005	Stefan Gerhold	4
+	Water Adsorption at the Tetrahedral Titania Surface Layer of SrTiO<sub>3</sub>(110)-(4 × 1)	2013	Zhiming Wang Xianfeng Hao Stefan Gerhold Zbyněk Novotný Cesare Franchini Eamon McDermott Karina Schulte Michael Schmid Ulrike Diebold	4
+	Don't stay local - extrapolation analytics for Dupire's local volatility	2011	Peter K. Friz Stefan Gerhold	4
+ PDF Chat	REGULAR VARIATION AND SMILE ASYMPTOTICS	2009	Sagie Benaim Peter K. Friz	4
+ PDF Chat	A procedure for proving special function inequalities involving a discrete parameter	2005	Stefan Gerhold Manuel Kauers	4
+	Some families of Mathieu a-series and alternating Mathieu a-series	2005	Tibor K. Pogány H. M. Srivastava Živorad Tomovski	4
+ PDF Chat	Small-Time Asymptotics for an Uncorrelated Local-Stochastic Volatility Model	2011	Martin Forde Antoine Jacquier	4
+ PDF Chat	Advanced applications of the holonomic systems approach	2010	Christoph Koutschan	4
+	Short-time asymptotics for marginal distributions of semimartingales	2012	Amel Bentata Rama Cont	4
+ PDF Chat	Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes	2010	Archil Gulisashvili	4
+	The Theory of the Riemann Zeta-Function	1987	E. C. Titchmarsh D. R. Heath‐Brown	4
+	Distances of Probability Measures and Random Variables	2010	R. M. Dudley	4
+	A Mathematica Version of Zeilberger's Algorithm for Proving Binomial Coefficient Identities	1995	Peter Paule Markus Schorn	4
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