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A model-free approach to delta hedging
Fliess, Michel; Join, Cédric - HAL - 2010
See http://hal.inria.fr/inria-00479824/en/ for a slightly more elaborate version.
Persistent link: https://www.econbiz.de/10008833330
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Preliminary remarks on option pricing and dynamic hedging
Fliess, Michel; Join, Cédric - HAL - 2012
An elementary arbitrage principle and the existence of trends in financial time series, which is based on a theorem … problems related to violent behaviors of the underlying, like the existence of jumps, become then quite straightforward by … incorporating them into the trends. Several convincing computer experiments are reported. …
Persistent link: https://www.econbiz.de/10010551681
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Towards a new viewpoint on causality for time series
Fliess, Michel; Join, Cédric - HAL - 2014
Causation between time series is a most important topic in econometrics, financial engineering, biological and psychological sciences, and many other fields. A new setting is introduced for examining this rather abstract concept. The corresponding calculations, which are much easier than those...
Persistent link: https://www.econbiz.de/10010899129
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Systematic risk analysis: first steps towards a new definition of beta
Fliess, Michel; Join, Cédric - HAL - 2009
management. This setting, which is based on the existence of trends for financial time series via nonstandard analysis (Fliess M …., Join C.: A mathematical proof of the existence of trends in financial time series, Proc. Int. Conf. Systems Theory …
Persistent link: https://www.econbiz.de/10008792703
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Touristische Trendforschung durch Trendscreening: Von Innovationen zu Trends
Alms, Natalia; Groß, Sven; Dreyer, Axel - In: Zeitschrift für Tourismuswissenschaft 7 (2015) 2, pp. 147-168
Modeerscheinungen und Trends. Das entwickelte Trendscreening-Tool berücksichtigt dabei die Rolle der Medien, die den Prozess der … Anzeichen von touristischen Trends abgeleitet werden können. Ferner geben die Ergebnisse Aufschluss über die Anwendbarkeit des …Summary The present study focuses on the importance of innovation in the development of fads and trends. The developed …
Persistent link: https://www.econbiz.de/10014624397
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Cruise Industry 2030 – Produkt- und Marktentwicklung sowie laterale Diversifikation
Wolf, Antje; Mozuni, Mehdi - In: Zeitschrift für Tourismuswissenschaft 9 (2017) 2, pp. 305-324
Zusammenfassung Der Kreuzfahrtmarkt weist seit fast zwei Jahrzehnten ein erhebliches Wachstum auf. Derzeit ist der Kreuzfahrtmarkt vor allem markt- und marketinggetrieben, aber wenig innovativ. Megatrends wie der demographische Wandel, die Digitalisierung und die Individualisierung werden diese...
Persistent link: https://www.econbiz.de/10014624456
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Quantitative Untersuchung über Organisationen der Zivilgesellschaft in Österreich
Klarer, Alexander - 2019
Persistent link: https://www.econbiz.de/10012418695
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Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp; Venetis, Ioannis - 2003
We provide a method for distinguishing long-range dependence from deterministic trends such as structural breaks. The …
Persistent link: https://www.econbiz.de/10010306228
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Life Satisfaction in Germany after Reunification: Additional Insights on the Pattern of Convergence
Pfeifer, Christian; Petrunyk, Inna - 2015
The authors update previous findings on the total East-West gap in overall life satisfaction and its trend by using data from the German Socio-Economic Panel (SOEP) for the years 1992 to 2013. Additionally, the East-West gap and its trend are separately analyzed for men and women as well as for...
Persistent link: https://www.econbiz.de/10011288182
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Worldwide trends and orientations of raising goats
Chetroiu, Rodica; Călin, Ion; Niculescu, Carmen Georgeta - 2013
general trends of goat production systems are increasing size of farms, while reducing their number, decreasing pastoral …
Persistent link: https://www.econbiz.de/10011288242