HansPeter Bermin

Lund University - Lund / Sweden

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AD Scientific Index ID: 5961041

Lunds Universitet

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HansPeter Bermin's MOST POPULAR ARTICLES

1-) A general approach to hedging options: Applications to barrier and partial barrier optionsHP BerminMathematical Finance 12 (3), 199-218, 2002

2-) Hedging Options: The Malliavin Calculus Approach versus the Δ‐Hedging ApproachHP BerminMathematical Finance: An International Journal of Mathematics, Statistics …, 2003

3-) Hedging lookback and partial lookback options using Malliavin calculusHP BerminApplied Mathematical Finance 7 (2), 75-100, 2000282000

4-) Essays on Lookback and Barrier options: a Malliavin calculus approachH BerminPhD thesis, Lund University, 1998251998

5-) Welfare effects of controlling labor supply: an application of the stochastic Ramsey modelH Amilon, HP BerminJournal of Economic Dynamics and Control 28 (2), 331-348, 2003162003

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