Narrow search
Showing 1 - 4 of 4
Cover Image
A general approach to hedging options: applications to barrier and partial barrier options
Bermin, Hans-Peter - In: Mathematical finance : an international journal of … 12 (2002) 3, pp. 199-218
Persistent link: https://www.econbiz.de/10001686368
Cover Image
Hedging lookback and partial lookback options using Malliavin calculus
Bermin, Hans-Peter - In: Applied mathematical finance 7 (2000) 2, pp. 75-100
Persistent link: https://www.econbiz.de/10001563798
Cover Image
Hedging options : the Malliavin calculus approach versus the -hedging approach
Bermin, Hans-Peter - In: Mathematical finance : an international journal of … 13 (2003) 1, pp. 73-84
Persistent link: https://www.econbiz.de/10001765649
Cover Image
Local volatility changes in the Black-Scholes model
Bermin, Hans-Peter; Kohatsu-Higa, Arturo - 1999
Persistent link: https://www.econbiz.de/10001425316