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On cash settled IRR-swaptions...
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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
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2
,
pp. 75-100
Persistent link: https://www.econbiz.de/10001563798
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Bonds and options in exponentially affine bond models
Bermin, Hans-Peter
- In:
Applied mathematical finance
19
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2012
)
5/6
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pp. 513-534
Persistent link: https://www.econbiz.de/10009710929
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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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7
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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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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Two exotic lookback options
Bermin, Hans-Peter
;
Buchen, Peter W.
;
Konstandatos, Otto
- In:
Applied mathematical finance
15
(
2008
)
3/4
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pp. 387-402
Persistent link: https://www.econbiz.de/10003751373
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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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