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2003
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
2002
Mark A general approach to hedging options: Applications to barrier and partial barrier options
Bermin, Hans-Peter ^LU (2002) In Mathematical Finance 12(3). p.199-218
- Contribution to journal › Article
2000
Mark Hedging lookback and partial lookback options using Malliavin calculus
Bermin, Hans-Peter ^LU (2000) In Applied Mathematical Finance 7(2). p.75-100
- Contribution to journal › Article
1998
Mark Essays on Lookback and Barrier Options - A Malliavin Calculus Approach
Bermin, Hans-Peter ^LU (1998) In Lund Economic Studies 76.
- Thesis › Doctoral thesis (compilation)