Transaction costs, trading volume, and the liquidity premium S Gerhold, P Guasoni, J Muhle-Karbe, W Schachermayer Finance and Stochastics 18 (1), 1-37, 2014 | 84 | 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 | 77 | 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 | 61 | 2005 |

The dual optimizer for the growth-optimal portfolio under transaction costs S Gerhold, J Muhle-Karbe, W Schachermayer Finance and Stochastics 17 (2), 325-354, 2013 | 40 | 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 | 37 | 2012 |

Uncoupling systems of linear operator equations S Gerhold | 37 | 2002 |

A generalization of Panjer’s recursion and numerically stable risk aggregation S Gerhold, U Schmock, R Warnung Finance and Stochastics 14 (1), 81, 2010 | 34 | 2010 |

On the positivity set of a linear recurrence sequence JP Bell, S Gerhold Israel Journal of Mathematics 157 (1), 333-345, 2007 | 33 | 2007 |

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 | 32 | 2005 |

On some non-holonomic sequences S Gerhold the electronic journal of combinatorics, R87-R87, 2004 | 28 | 2004 |

Asymptotics for a variant of the Mittag–Leffler function S Gerhold Integral Transforms and Special Functions 23 (6), 397-403, 2012 | 27 | 2012 |

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 | 25 | 2008 |

The Longstaff–Schwartz algorithm for Lévy models: results on fast and slow convergence S Gerhold The Annals of Applied Probability 21 (2), 589-608, 2011 | 24 | 2011 |

The dynamic dictionary of mathematical functions (DDMF) A Benoit, F Chyzak, A Darrasse, S Gerhold, M Mezzarobba, B Salvy International Congress on Mathematical Software, 35-41, 2010 | 24 | 2010 |

On Turán's inequality for Legendre polynomials H Alzer, S Gerhold, M Kauers, A Lupaş Expositiones Mathematicae 25 (2), 181-186, 2007 | 24 | 2007 |

How to make Dupire’s local volatility work with jumps PK Friz, S Gerhold, M Yor Quantitative Finance 14 (8), 1327-1331, 2014 | 21 | 2014 |

The Hartman-Watson distribution revisited: asymptotics for pricing Asian options S Gerhold Journal of Applied Probability 48 (3), 892-899, 2011 | 19 | 2011 |

Option pricing in the moderate deviations regime P Friz, S Gerhold, A Pinter Mathematical finance 28 (3), 962-988, 2018 | 17 | 2018 |

Small-maturity asymptotics for the at-the-money implied volatility slope in Lévy models S Gerhold, IC Gülüm, A Pinter Applied mathematical finance 23 (2), 135-157, 2016 | 17 | 2016 |

Rational shapes of local volatility S De Marco, P Friz, S Gerhold Risk 26 (2), 70, 2013 | 16 | 2013 |