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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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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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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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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, pp. 387-402
Persistent link: https://www.econbiz.de/10003751373
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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