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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. 85-98
Persistent link: https://www.econbiz.de/10008215731
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Hedging Options: The Malliavin Calculus Approach versus the D-Hedging Approach
Bermin, Hans-Peter - In: Mathematical finance : an international journal of … 13 (2003) 1, pp. 73-84
Persistent link: https://www.econbiz.de/10008215732
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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/10008216218
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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/10008217350
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Two Exotic Lookback Options
Bermin, Hans-Peter; Buchen, Peter; Konstandatos, Otto - In: Applied mathematical finance 15 (2008) 4, pp. 387
Persistent link: https://www.econbiz.de/10008221004
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Two Exotic Lookback Options
Bermin, Hans-Peter; Buchen, Peter; Konstandatos, Otto - In: Applied mathematical finance 15 (2008) 3-4, pp. 387
Persistent link: https://www.econbiz.de/10008098218
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Bonds and Options in Exponentially Affine Bond Models
Bermin, Hans-Peter - In: Applied mathematical finance 19 (2012) 6, pp. 513-535
Persistent link: https://www.econbiz.de/10010025387
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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 (2004) 2, pp. 331-348
Persistent link: https://www.econbiz.de/10006758852