Hans-Peter Bermin

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The geometry of risk adjustments Decisions in Economics and Finance	2024-08-01	Paper
KELLY TRADING AND MARKET EQUILIBRIUM International Journal of Theoretical and Applied Finance	2023-04-20	Paper
Bonds and options in exponentially affine bond models Applied Mathematical Finance	2017-10-05	Paper
On cash settled IRR-swaptions and Markov functional modeling International Journal of Theoretical and Applied Finance	2017-04-13	Paper
On dynamic forward rate modeling and principal component analysis International Journal of Theoretical and Applied Finance	2014-09-25	Paper
Welfare effects of controlling labor supply: An application of the stochastic Ramsey model Journal of Economic Dynamics and Control	2008-10-24	Paper
Two Exotic Lookback Options Applied Mathematical Finance	2008-09-05	Paper
A General Approach to Hedging Options: Applications to Barrier and Partial Barrier Options Mathematical Finance	2004-02-01	Paper
Local Vega Index and Variance Reduction Methods Mathematical Finance	2003-01-01	Paper
Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach Mathematical Finance	2003-01-01	Paper
Hedging lookback and partial lookback options using Malliavin calculus Applied Mathematical Finance	2002-09-05	Paper
Comment on ‘Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk’ Review of Finance	2001-04-02	Paper

Research outcomes over time

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