Auflistung Discussion papers of interdisciplinary research project 373 / Sonderforschungsbereich 373 nach Titel
Anzeige der Publikationen 242-261 von 616
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1999-10-14BuchHazard Regression
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2005-09-29BuchHazard Regression
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2002-06-07BuchHedging and Portfolio Optimization in Illiquid Financial Markets We introduce a general continuous–time model for an illiquid financial market where the trades of a single large investor can move market prices. The model is specified in terms of parameter dependent semimartingales, and ...
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2000-11-01BuchHedging the Standard of Living via Cost of Living Index Futures People dislike inflation because inflation erodes the real value of future nominal income and wealth. Adjustment of future nominal values via a cost of living index is an appropriate way to handle the problem of real income ...
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2006-01-13BuchHeterogeneous Time Preferences and Interest Rates The influence of heterogeneous time preferences on the term structure is investigated. Motivated by the Preferred Habitat Theory of Modigliani and Sutch, a model for intertemporal preferences accounting for preferred ...
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2005-10-07BuchHeuristics as Decision Rules Many consumption prices are highly volatile. It would certainly overburden our cognitive system to fully adjust to all these changes. Households therefore often rely on simple heuristics when deciding what to consume, e.g. ...
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1998-11-22BuchHigher Order Forward Rate Agreements and the Smoothness of the Term Structure
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2001-04-17BuchHotelling Games with Three, Four, and More Players
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2002-03-12BuchHow accurate do markets predict the outcome of an event?
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1999-10-01BuchHow competition in investing, hiring, and selling affects (un)employment
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2005-10-06BuchHow Precise Are Price Distributions Predicted by Implied Binomial Trees?
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2006-06-01BuchHow to Improve Accuracy of Estimation The new approach, allowed to take into account some additional information, coming from datas, is proposed. The main idea is to obtain from datas some information about structure of the model in order to improve accuracy ...
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2005-10-17BuchHow to Improve the Performances of DEA/FDHEstimators in the Presence of Noise? In frontier analysis, most of the nonparametric approaches (DEA, FDH) are based on envelopment ideas which suppose that with probability one, all the observed units belong to the attainable set. In these "deterministic" ...
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2005-09-21BuchHow Ultimatum Offers Emerge The general framework of decision emergence (Güth, 2000a) is applied to the specific decision task of a proposer in ultimatum bargaining, i.e. to choosing how much the responder should be offered. For this purpose the ...
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2002-05-15BuchI want YOU! We study whether selection affects motivation. In our experiment subjects first answer a personality questionnaire. They then play a 3-person game. One of the three players decides between an outside option assigning him ...
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1997-07-08BuchIll-posed inverse problems and their optimal regularization The regularization of ill-posed systems of equations is carried out by corrections of the data or the operator. It is shown how the efficiency of regularizations can be calculated by statistical decision principles. The ...
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2006-01-27BuchImage Denoising The paper is concerned with the problem of image denoising for the case of grey-scale images. Such images consist of a finite number of regions with smooth boundaries and the image value is assumed piecewise constant within ...
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2005-10-13BuchImmobilienbewertung mit dem Realoptionsverfahren Die vorliegende Studie untersucht den Realoptionsansatz als Bewertungsverfahren für unentwickelte Immobilien. Im Gegensatz zu klassischen Bewertungsverfahren berücksichtigt das Realoptionsverfahren explizit die Unsicherheit ...
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2000-01-01BuchImplementing Efficient Market Structure
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2003-12-08BuchImplied Volatility String Dynamics A primary goal in modelling the dynamics of implied volatility surfaces (IVS) aims at reducing complexity. For this purpose one fits the IVS each day and applies a principal component analysis using a functional norm. This ...