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Hedging options : the Malliavi...
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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On dynamic forward rate modeling and principal component analysis
Bermin, Hans-Peter
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010437211
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2
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
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3
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
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4
Local volatility changes in the Black-Scholes model
Bermin, Hans-Peter
;
Kohatsu-Higa, Arturo
-
1999
Persistent link: https://www.econbiz.de/10001425316
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5
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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6
Kelly trading and market equilibrium
Bermin, Hans-Peter
;
Holm, Magnus
-
2019
Persistent link: https://www.econbiz.de/10012289524
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7
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
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