Hans-Peter Bermin
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- 2024
-
Mark
The geometry of risk adjustments
- Contribution to journal › Article
- 2023
-
Mark
KELLY TRADING AND MARKET EQUILIBRIUM
Bermin, Hans Peter LU
and Holm, Magnus
(2023)
In International Journal of Theoretical and Applied Finance
26(1).
- Contribution to journal › Article
- 2021
-
Mark
Kelly trading and option pricing
- Contribution to journal › Article
- 2017
-
Mark
On cash settled IRR-swaptions and Markov functional modeling
Bermin, Hans-Peter LU
and Williams, Gareth
(2017)
In International Journal of Theoretical and Applied Finance
20(2).
- Contribution to journal › Article
- 2014
-
Mark
On dynamic foward rate modeling and principal component analysis
- Contribution to journal › Article
- 2012
-
Mark
Bonds and Options in Exponentially Affine Bond Models
- Contribution to journal › Article
- 2008
-
Mark
Two Exotic Lookback Options
Bermin, Hans-Peter LU
; Buchen, Peter
and Konstandatos, Otto
(2008)
In Applied Mathematical Finance
15(4).
p.387-402
- Contribution to journal › Article
- 2005
-
Mark
Hints for an extension of the early exercise premium formula for American options
Bermin, Hans-Peter LU
; Kohatsu-Higa, Arturo
and Perelló, Josep
(2005)
In Physica A: Statistical Mechanics and its Applications
355(1).
p.152-157
- Contribution to journal › Article
- 2003
-
Mark
Welfare effects of controlling labor supply: an application of the stochastic Ramsey model
Amilon, Henrik LU and Bermin, Hans-Peter LU
(2003)
In Journal of Economic Dynamics and Control
28(2).
p.331-348
- Contribution to journal › Article
-
Mark
Local volatility changes in the Black-Scholes model
- Chapter in Book/Report/Conference proceeding › Book chapter