Sebastian Herrmann

Available identifiers

zbMath Open herrmann.sebastianMaRDI QIDQ333899

List of research outcomes

Publication	Date of Publication	Type
Robust pricing and hedging around the globe	2020-02-21	Paper
Inventory Management for High-Frequency Trading with Imperfect Competition	2020-02-14	Paper
Strict local martingales and optimal investment in a Black–Scholes model with a bubble	2019-05-08	Paper
Model uncertainty, recalibration, and the emergence of delta-vega hedging	2017-10-23	Paper
Hedging with small uncertainty aversion	2017-01-12	Paper
Minimal conditions for implications of Gronwall-Bellman type	2016-10-31	Paper
Single jump processes and strict local martingales	2015-12-23	Paper

Research outcomes over time

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