| Hedging with small uncertainty aversion S Herrmann, J Muhle-Karbe, FT Seifried Finance and Stochastics 21 (1), 1–64, 2017 | 19 | 2017 |
| Single jump processes and strict local martingales M Herdegen, S Herrmann Stochastic Processes and their Applications 126 (2), 337–359, 2016 | 15 | 2016 |
| Model uncertainty, recalibration, and the emergence of delta-vega hedging S Herrmann, J Muhle-Karbe Finance and Stochastics 21 (4), 873–930, 2017 | 13 | 2017 |
| A class of strict local martingales M Herdegen, S Herrmann Working paper, 2014 | 12 | 2014 |
| Strict local martingales and optimal investment in a Black–Scholes model with a bubble M Herdegen, S Herrmann Mathematical Finance 29 (1), 285–328, 2019 | 10 | 2019 |
| Robust pricing and hedging around the globe S Herrmann, F Stebegg The Annals of Applied Probability 29 (6), 3348–3386, 2019 | 7 | 2019 |
| Inventory Management for High-Frequency Trading with Imperfect Competition S Herrmann, J Muhle-Karbe, D Shang, C Yang SIAM Journal on Financial Mathematics 11 (1), 1–26, 2020 | 5 | 2020 |
| Minimal conditions for implications of Gronwall–Bellman type M Herdegen, S Herrmann Journal of Mathematical Analysis and Applications 446 (2), 1654-1665, 2017 | 4 | 2017 |
| Beyond Black and Scholes: uncertainty aversion, delta-vega hedging, and bubbles and crashes S Herrmann ETH Zurich, 2016 | | 2016 |
Martin HerdegenAssociate Professor of Financial Mathematics, University of WarwickVerified email at warwick.ac.uk
