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~type_genre:"Aufsatz in Zeitschrift"
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Hedging options : the Malliavi...
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Applied mathematical finance
3
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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
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
Saved in:
5
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
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6
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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7
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
Saved in:
8
Two exotic lookback options
Bermin, Hans-Peter
;
Buchen, Peter W.
;
Konstandatos, Otto
- In:
Applied mathematical finance
15
(
2008
)
3/4
,
pp. 387-402
Persistent link: https://www.econbiz.de/10003751373
Saved in:
9
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
Saved in:
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