papers

Publications (10)

q-fin.MF2016

Hedging with Small Uncertainty Aversion

Sebastian Herrmann, Johannes Muhle-Karbe, Frank Thomas Seifried

We study the pricing and hedging of derivative securities with uncertainty about the volatility of the underlying asset. Rather than taking all models from a prespecified class equ…

cs.CL2021

What Do You See in this Patient? Behavioral Testing of Clinical NLP Models

Betty van Aken, Sebastian Herrmann, Alexander Löser

Decision support systems based on clinical notes have the potential to improve patient care by pointing doctors towards overseen risks. Predicting a patient's outcome is an essenti…

q-fin.MF2017

Strict Local Martingales and Optimal Investment in a Black-Scholes Model with a Bubble

Martin Herdegen, Sebastian Herrmann

There are two major streams of literature on the modeling of financial bubbles: the strict local martingale framework and the Johansen-Ledoit-Sornette (JLS) financial bubble model.…

q-fin.TR2019

Inventory Management for High-Frequency Trading with Imperfect Competition

Sebastian Herrmann, Johannes Muhle-Karbe, Dapeng Shang +1

We study Nash equilibria for inventory-averse high-frequency traders (HFTs), who trade to exploit information about future price changes. For discrete trading rounds, the HFTs' opt…

physics.soc-ph2017

Impact of centrality on cooperative processes

Sandro M. Reia, Sebastian Herrmann, José F. Fontanari

The solution of today's complex problems requires the grouping of task forces whose members are usually connected remotely over long physical distances and different time zones. He…

q-fin.MF2017

Model Uncertainty, Recalibration, and the Emergence of Delta-Vega Hedging

Sebastian Herrmann, Johannes Muhle-Karbe

We study option pricing and hedging with uncertainty about a Black-Scholes reference model which is dynamically recalibrated to the market price of a liquidly traded vanilla option…

math.PR2015

Single Jump Processes and Strict Local Martingales

Martin Herdegen, Sebastian Herrmann

Many results in stochastic analysis and mathematical finance involve local martingales. However, specific examples of strict local martingales are rare and analytically often rathe…

cs.SI2014

Problem Complexity in Parallel Problem Solving

Sebastian Herrmann, Jörn Grahl, Franz Rothlauf

Recent works examine the relationship between the communication structure and the performance of a group in a problem solving task. Some conclude that inefficient communication net…

math.PR2019

Robust Pricing and Hedging around the Globe

Sebastian Herrmann, Florian Stebegg

We consider the martingale optimal transport duality for cà dlà g processes with given initial and terminal laws. Strong duality and existence of dual optimizers (robust semi-stati…

math.CA2016

Minimal Conditions for Implications of Gronwall-Bellman Type

Martin Herdegen, Sebastian Herrmann

Gronwall-Bellman type inequalities entail the following implication: if a sufficiently integrable function satisfies a certain homogeneous linear integral inequality, then it is no…