Titlebook: Optionsbewertung bei stochastischer Volatilität; Hartmut Nagel Book 2001 Springer Fachmedien Wiesbaden 2001 Aktien.Bewertung.Empirische Fi

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2945-8218 theoretischer Sicht gegenüber dem Black/Scholes-Modell bietet. Im Rahmen einer empirischen Untersuchung werden die dargestellten Modelle für den deutschen Kapitalmarkt überprüft...978-3-8244-7204-8978-3-663-08819-6Series ISSN 2945-8218 Series E-ISSN 2945-8226

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Hartmut Nagelstrate, that a rather moderate flux of neutrinos, at a level of only a few percent to a few tens of percent of the electromagnetic flux changes the internal structure of low mass stars drastically. The stars expand, due to internal heating and begin to look like subgiants or giants. Such stars, expo

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Hartmut Nagele systems with continuous control (precisely speaking for systems governed by differential equations with Lipschitzian right-hand sides)..Design methods for sliding mode control for finite and infinite dimensional discrete-time and difference systems have been developed in this chapter. They enables

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Hartmut Nagellt with by using a discontinuous parameter adjustment mechanism based on the knowledge of the uncertainty bounds of the plant parameters. The pole assignment problem is solved by applying an identification procedure and exploiting the link between the parameters of the feedforward compensator and th

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Empirische Finanzmarktforschung/Empirical Financehttp://image.papertrans.cn/o/image/703396.jpg

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https://doi.org/10.1007/978-3-663-08819-6Aktien; Bewertung; Empirische Finanzmarktforschung; Finanzmarkt; Kapitalmarkt; Marktforschung; Volatilität