Hans-Peter Bermin

Available identifiers

Publication	Date of Publication	Type
The geometry of risk adjustments	2024-08-01	Paper
KELLY TRADING AND MARKET EQUILIBRIUM	2023-04-20	Paper
Bonds and Options in Exponentially Affine Bond Models	2017-10-05	Paper
ON CASH SETTLED IRR-SWAPTIONS AND MARKOV FUNCTIONAL MODELING	2017-04-13	Paper
ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS	2014-09-25	Paper
Welfare effects of controlling labor supply: An application of the stochastic Ramsey model	2008-10-24	Paper
Two Exotic Lookback Options	2008-09-05	Paper
A General Approach to Hedging Options: Applications to Barrier and Partial Barrier Options	2004-02-01	Paper
Local Vega Index and Variance Reduction Methods	2003-01-01	Paper
Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach	2003-01-01	Paper
Hedging lookback and partial lookback options using Malliavin calculus	2002-09-05	Paper
Comment on ‘Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk’	2001-04-02	Paper

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