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Bonds and options in exponentially affine bond models
Bermin, Hans-Peter - In: Applied mathematical finance 19 (2012) 5/6, pp. 513-534
Persistent link: https://www.econbiz.de/10009710929
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Local vega index and variance reduction methods
Bermin, Hans-Peter; Kohatsu-Higa, Arturo; Montero, Miquel - In: Mathematical finance : an international journal of … 13 (2003) 1, pp. 85-97
Persistent link: https://www.econbiz.de/10001765651
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The geometry of risk adjustments
Bermin, Hans-Peter; Holm, Magnus - 2021
Persistent link: https://www.econbiz.de/10013194085
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Leverage and risk relativity: how to beat an index
Bermin, Hans-Peter; Holm, Magnus - 2021
Persistent link: https://www.econbiz.de/10012500171
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Kelly trading and market equilibrium
Bermin, Hans-Peter; Holm, Magnus - 2019
Persistent link: https://www.econbiz.de/10012289524
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Kelly trading and market equilibrium
Bermin, Hans-Peter; Holm, Magnus - In: International journal of theoretical and applied … 26 (2023) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10014305905