| A general approach to hedging options: Applications to barrier and partial barrier options HP Bermin Mathematical Finance 12 (3), 199-218, 2002 | 31 | 2002 |
| Hedging Options: The Malliavin Calculus Approach versus the Δ‐Hedging Approach HP Bermin Mathematical Finance: An International Journal of Mathematics, Statistics …, 2003 | 29 | 2003 |
| Hedging lookback and partial lookback options using Malliavin calculus HP Bermin Applied Mathematical Finance 7 (2), 75-100, 2000 | 26 | 2000 |
| Essays on Lookback and Barrier options: a Malliavin calculus approach H Bermin PhD thesis, Lund University, 1998 | 24 | 1998 |
| Welfare effects of controlling labor supply: an application of the stochastic Ramsey model H Amilon, HP Bermin Journal of Economic Dynamics and Control 28 (2), 331-348, 2003 | 16 | 2003 |
| Local Vega index and variance reduction methods HP Bermin, A Kohatsu‐Higa, M Montero Mathematical Finance: An International Journal of Mathematics, Statistics …, 2003 | 14 | 2003 |
| Time and path dependent options: the case of time dependent inside and outside barrier options HP Bermin Third Nordic Symposium on Contingent Claims Analysis in Finance, Iceland, 1996 | 11 | 1996 |
| Two exotic lookback options HP Bermin, P Buchen, O Konstandatos Applied Mathematical Finance 15 (4), 387-402, 2008 | 9 | 2008 |
| Hints for an extension of the early exercise premium formula for American options HP Bermin, A Kohatsu-Higa, J Perelló Physica A: Statistical Mechanics and its Applications 355 (1), 152-157, 2005 | 6 | 2005 |
| Kelly Trading and Market Equilibrium HP BERMIN, M HOLM International Journal of Theoretical and Applied Finance 26 (01), 2023 | 5* | 2023 |
| Bonds and options in exponentially affine bond models HP Bermin Applied Mathematical Finance 19 (6), 513-534, 2012 | 5 | 2012 |
| Kelly Trading and Option Pricing HP BERMIN, M HOLM Journal of Futures Markets, 2021 | 3 | 2021 |
| Local volatility changes in the Black-Scholes model HP Bermin, A Kohatsu-Higa Seminario de Matematica Financiera 3, 113-134, 2003 | 3* | 2003 |
| On cash settled IRR-swaptions and Markov functional modeling HP Bermin, G Williams International Journal of Theoretical and Applied Finance 20 (02), 1750009, 2017 | 2 | 2017 |
| On dynamic forward rate modeling and principal component analysis HP Bermin International Journal of Theoretical and Applied Finance 17 (05), 1450029, 2014 | 2 | 2014 |
| Leverage and risk relativity: how to beat an index HP Bermin, M Holm Knut Wicksell Working Paper Series, 2021 | 1 | 2021 |
| The geometry of risk adjustments HP Bermin, M Holm Decisions in Economics and Finance, 1-38, 2023 | | 2023 |
| Comment on ‘Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk’ HP Bermin Review of Finance 3 (3), 343-345, 1999 | | 1999 |
