Hans-Peter Bermin (Former)

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2024
Mark The geometry of risk adjustments
Bermin, Hans Peter ^LU and Holm, Magnus (2024) In Decisions in Economics and Finance 47(1). p.83-120
- 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
Bermin, Hans Peter ^LU and Holm, Magnus (2021) In Journal of Futures Markets 41(7). p.987-1006
- 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
Bermin, Hans-Peter ^LU (2014) In International Journal of Theoretical and Applied Finance 17(5).
- Contribution to journal › Article
2012
Mark Bonds and Options in Exponentially Affine Bond Models
Bermin, Hans-Peter ^LU (2012) In Applied Mathematical Finance 19(6). p.513-534
- 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 Hedging options: The Malliavin calculus approach versus the Delta-hedging approach
Bermin, Hans-Peter ^LU (2003) In Mathematical Finance 13(1). p.73-84
- Contribution to journal › Article

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