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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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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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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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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
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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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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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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
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[Rezension von: MacMahon, Walter W., Education and development: measuring the social benefits]
Williams, Gareth - In: The economic journal : the journal of the Royal … 111 (2001), pp. 532-533
Persistent link: https://www.econbiz.de/10001604293
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Politics and growth
Williams, Gareth; Duncan, Alex; Landell-Mills, Pierre; … - In: Development policy review 29 (2011), pp. 29-55
Persistent link: https://www.econbiz.de/10008806419