The following pages link to Hans-Peter Bermin (Q951465):
Displayed 11 items.
- Welfare effects of controlling labor supply: An application of the stochastic Ramsey model (Q951466) (← links)
- ON CASH SETTLED IRR-SWAPTIONS AND MARKOV FUNCTIONAL MODELING (Q2976127) (← links)
- ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS (Q3191835) (← links)
- Two Exotic Lookback Options (Q3523661) (← links)
- Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach (Q4409038) (← links)
- Local Vega Index and Variance Reduction Methods (Q4409039) (← links)
- Comment on ‘Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk’ (Q4526199) (← links)
- Hedging lookback and partial lookback options using Malliavin calculus (Q4541589) (← links)
- A General Approach to Hedging Options: Applications to Barrier and Partial Barrier Options (Q4795993) (← links)
- Bonds and Options in Exponentially Affine Bond Models (Q5363231) (← links)
- KELLY TRADING AND MARKET EQUILIBRIUM (Q5889360) (← links)