Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Bermin, Hans‐Peter"'
Autor:
Bermin, Hans-Peter1 (AUTHOR) hans-peter.bermin@nek.lu.se, Holm, Magnus2 (AUTHOR)
Publikováno v:
Decisions in Economics & Finance. Jun2024, Vol. 47 Issue 1, p83-120. 38p.
Autor:
BERMIN, HANS-PETER1 (AUTHOR) hans-peter.bermin@nek.lu.se, HOLM, MAGNUS2 (AUTHOR) magnus@hilbertcapital.com
Publikováno v:
International Journal of Theoretical & Applied Finance. Feb2023, Vol. 26 Issue 1, p1-33. 33p.
Publikováno v:
Physica A 355 (2005) 152-157.
Characterization of the American put option price is still an open issue. From the beginning of the nineties there exists a non-closed formula for this price but nontrivial numerical computations are required to solve it. Strong efforts have been don
Externí odkaz:
http://arxiv.org/abs/cond-mat/0409319
Autor:
Bermin, Hans‐Peter1,2 (AUTHOR) hans-peter.bermin@nek.lu.se, Holm, Magnus2 (AUTHOR)
Publikováno v:
Journal of Futures Markets. Jul2021, Vol. 41 Issue 7, p987-1006. 20p.
Autor:
BERMIN, HANS-PETER1, WILLIAMS, GARETH
Publikováno v:
International Journal of Theoretical & Applied Finance. Mar2017, Vol. 20 Issue 2, p-1. 20p. 1 Chart, 3 Graphs.
Autor:
Amilon, Henrik *, Bermin, Hans-Peter
Publikováno v:
In Journal of Economic Dynamics and Control 2003 28(2):331-348
Autor:
BERMIN, HANS-PETER1 hans-peter.bermin@morganstanley.com
Publikováno v:
International Journal of Theoretical & Applied Finance. Aug2014, Vol. 17 Issue 5, p1-20. 20p. 1 Chart, 2 Graphs.
Autor:
Bermin, Hans-Peter1 (AUTHOR) hans-peter.bermin@jpmorgan.com
Publikováno v:
Applied Mathematical Finance. Dec2012, Vol. 19 Issue 6, p513-534. 22p.
Autor:
Bermin, Hans‐Peter1 (AUTHOR) otto.konstandatos@uts.edu.au, Buchen, Peter2 (AUTHOR), Konstandatos, Otto3 (AUTHOR) otto.konstandatos@uts.edu.au
Publikováno v:
Applied Mathematical Finance. Aug2008, Vol. 15 Issue 4, p387-402. 16p. 7 Charts.
Autor:
Bermin, Hans-Peter
Publikováno v:
Applied Mathematical Finance. Jun2001, Vol. 7 Issue 2, p75-100. 26p.