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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
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
2010
Mark On the consumption/distribution theorem under the long-run growth criterion subject to a drawdown constraint
Klass, Michael J. and Nowicki, Krzysztof ^LU (2010) In International Journal of Theoretical and Applied Finance 13(6). p.931-957
- Contribution to journal › Article