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chosen as the residual value between BS theory price and actual market price. Experimental results show that our model has …
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In modern intensive care physiological variables of the critically ill can be reported online by clinical information systems. Intelligent alarm systems are needed for a suitable bedside decision support. The existing alarm systems based on fixed treshholds produce a great number of false...
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In many fields of applied statistics samples from several locations in an investigation area are taken repeatedly over time. Especially in environmental monitoring the chemical and physical conditions in water, air and soil are measured using fixed and possibly mobile monitoring stations. The...
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Abreu and Brunnermeier (2003) have argued that bubbles are not suppressed by arbitrageurs because they fail to synchronise on the uncertain beginning of the bubble. We propose an indirect quantitative test of this hypothesis and confront it with the alternative according to which bubbles persist...
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