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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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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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Welfare effects of controlling labor supply : an application of the stochastic Ramsey model
Amilon, Henrik; Bermin, Hans-Peter - In: Journal of economic dynamics & control 28 (2003) 2, pp. 331-348
Persistent link: https://www.econbiz.de/10001799562
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On cash settled IRR-swaptions and Markov functional modeling
Bermin, Hans-Peter; Williams, Gareth - In: International journal of theoretical and applied finance 20 (2017) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10011686834