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Local volatility changes in the Black-Scholes model
Bermin, Hans-Peter
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Kohatsu-Higa, Arturo
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1999
Persistent link: https://www.econbiz.de/10001425316
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Kelly trading and market equilibrium
Bermin, Hans-Peter
;
Holm, Magnus
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2019
Persistent link: https://www.econbiz.de/10012289524
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3
Kelly trading and option Pricing
Bermin, Hans-Peter
;
Holm, Magnus
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2019
Persistent link: https://www.econbiz.de/10012289531
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4
Leverage and risk relativity: how to beat an index
Bermin, Hans-Peter
;
Holm, Magnus
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2021
Persistent link: https://www.econbiz.de/10012500171
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The geometry of risk adjustments
Bermin, Hans-Peter
;
Holm, Magnus
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2021
Persistent link: https://www.econbiz.de/10013194085
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