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Leverage and risk relativity: how to beat an index
Bermin, Hans-Peter; Holm, Magnus - 2021
Persistent link: https://www.econbiz.de/10012500171
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Kelly trading and option Pricing
Bermin, Hans-Peter; Holm, Magnus - 2019
Persistent link: https://www.econbiz.de/10012289531
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The geometry of risk adjustments
Bermin, Hans-Peter; Holm, Magnus - In: Decisions in economics and finance : a journal of … 47 (2024) 1, pp. 83-120
Persistent link: https://www.econbiz.de/10015044786
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The geometry of risk adjustments
Bermin, Hans-Peter; Holm, Magnus - 2021
Persistent link: https://www.econbiz.de/10013194085
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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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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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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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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