Hans-Peter Bermin (Former)
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- 2003
-
Mark
Welfare effects of controlling labor supply: an application of the stochastic Ramsey model
(
- Contribution to journal › Article
-
Mark
Local volatility changes in the Black-Scholes model
(
- Chapter in Book/Report/Conference proceeding › Book chapter
- 2002
-
Mark
A general approach to hedging options: Applications to barrier and partial barrier options
(
- Contribution to journal › Article
- 2000
-
Mark
Hedging lookback and partial lookback options using Malliavin calculus
(
- Contribution to journal › Article
- 1999
-
Mark
Comment on ‘Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk’
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- Contribution to journal › Debate/Note/Editorial
- 1998
-
Mark
Essays on Lookback and Barrier Options - A Malliavin Calculus Approach
(
- Thesis › Doctoral thesis (compilation)
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