Showing 1 - 10 of 298
Die Arbeit hat das Ziel, die ursprünglich rein kapitalmarkttheoretisch ausgelegte Optionspreistheorie für das … den Leitlinien der Optionspreistheorie folgen.Mit einer auf die 16 führenden Pharmaunternehmen bezogenen empirischen … Basic Research and Applied Research increasingly enter the spotlight of R&D Management theory. Although this branch of …
Persistent link: https://www.econbiz.de/10009467496
The main purpose of this paper is to derive unbiased Monte Carlo estimators of various sensitivity indices for an averaged asset price dynamics governed by the gamma Lévy process. The key idea is to apply a scaling property of the gamma process with respect to the Esscher density transform...
Persistent link: https://www.econbiz.de/10009474943
resultierende Faktor-Hedging von Barrier Optionen gerichtet. …. The dynamics of the whole complex system is typically analyzed by time propagation of few number of factors, which are … loaded with time invariant functions of exploratory variables. In this thesis we consider dynamic semiparametric factor model …
Persistent link: https://www.econbiz.de/10009467069
Eine langfristige und nachhaltige Steigerung des Unternehmenswerts als zentrales Unternehmensziel fordert eine konsequente, wertorientierte Ausrichtung aller Unternehmensteile und -aktivit?ten. Das Risikomanagement, welches stets im Rahmen einer integrierten Betrachtung von Ertrags- und...
Persistent link: https://www.econbiz.de/10009482328
This paper studies a periodic-review, serial inventory system in which echelon (r, nQ,T) policies are implemented. Under such a policy, each stage reviews its inventory in every T period and orders according to an echelon (r,nQ) policy. Two types of fixed costs are considered: one is associated...
Persistent link: https://www.econbiz.de/10009475402
technical, frequently noisy data of sensors into meaningful interpretations of occupant activities. Time is a natural human way … distinct times throughout the day and last for predicable lengths of time. However, the inclusion of temporal information is … still limited in the domain of activity recognition. Evidence theory is gaining increasing interest in the field of activity …
Persistent link: https://www.econbiz.de/10009475649
The title of Masters thesis research is „The valuation of Management activity in time management aspect“. In the … theoretical part of thesis is analyzed time control problems in F. Taylor academic works. Described defective time control problem … dimension and possible consequences. Means of time management and potential internal and external environments influence of time …
Persistent link: https://www.econbiz.de/10009478354
within a region and value-weight the resulting variables to test the theory in a regional context. Our positive finding on …
Persistent link: https://www.econbiz.de/10009441759
time-to-collision (TTC), distance, and rate of image expansion ( ROE), all of which have received empirical support. We …
Persistent link: https://www.econbiz.de/10009447903
random effects. In this paper, the long-term survivor mixture model is extended for the analysis of multivariate failure time …
Persistent link: https://www.econbiz.de/10009448034