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ECONIS (ZBW)
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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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3
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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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
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