SFB 303 Discussion Papers
B-400 - B-463
B-400 Herrendorf, Berthold, and Manfred J. M. Neumann (1997): A Non-normative Theory of Inflation and Central Bank Independence, SFB 303, Universität Bonn, Discussion Paper No. B-400
B-401 Frey, Rüdiger (1997): Derivative Asset Analysis in Models with Level-Dependent and Stochastic Volatility, SFB 303, Universität Bonn, Discussion Paper No. B-401
B-402 Hennig-Schmidt, Heike (1997): Break-offs in Bargaining, Evidence from a Video Experiment, SFB 303, Universität Bonn, Discussion Paper No. B-402
B-403 Krelle, Wilhelm (1996): Notwendige Änderungen des Arbeitsmarktes: Die Lohnhöhe hat einen Einfluß auf die Beschäftigung, SFB 303, Universität Bonn, Discussion Paper No. B-403
B-404 Krelle, Wilhelm (1997): Die Wirkung direkter Auslandsinvestitionen auf Einkommen und Beschäftigung im In- und Ausland, SFB 303, Universität Bonn, Discussion Paper No. B-404
B-405 Frey, Rüdiger, and Carlos A. Sin (1997): Bounds on European Option Prices under Stochastic Volatility, SFB 303, Universität Bonn, Discussion Paper No. B-405
B-406 Christopeit, Norbert, and Axel Cron (1997): A Simple Regime-Switching Model for Stochastic Volatilities, SFB 303, Universität Bonn, Discussion Paper No. B-406
B-407 Leisen, Dietmar P.J. (1999): Stock Evolution under Stochastic Volatility: A Discrete Approach, SFB 303, Universität Bonn, Discussion Paper No. B-407
B-408 Nagel, Rosemarie, and Nicolaas J. Vriend (1997): An Experimental Study of Adaptive Behavior in an Oligopolistic Market Game, SFB 303, Universität Bonn, Discussion Paper No. B-408
B-409 Ritzberger, Klaus (1997): Perfect Recall, SFB 303, Universität Bonn, Discussion Paper No. B-409
B-410 Schlag, Karl H., and Jörg Oechsler (1997): Loss of Commitment? An Evolutionary Analysis of Bagwell's Example , SFB 303, Universität Bonn, Discussion Paper No. B-410
B-411 Reimer, Matthias (1997): Uncovering and Removing Peculiarities in Binominal Option Price Approximations, SFB 303, Universität Bonn, Discussion Paper No. B-411
B-412 Reimer, Matthias (1997): Convergence Speed Analysis of Different Lattice Barrier Option Price Approximations, SFB 303, Universität Bonn, Discussion Paper No. B-412
B-413 Reimer, M., H. Wiesenberg, A. Dudenhausen, and J. Konrad (1997): Option Pricing with Time- and State-dependent Volatility - A Stable Binomial Approach, SFB 303, Universität Bonn, Discussion Paper No. B-413
B-414 Krelle, Wilhelm (1997): How to deal with unobservable variables in economics, SFB 303, Universität Bonn, Discussion Paper No. B-414
B-415 Abbink, Klaus, Bernd Irlenbusch, and Elke Renner (1997): The Moonlighting Game - An Experimental Study on Reciprocity and Retribution, SFB 303, Universität Bonn, Discussion Paper No. B-415
B-416 Abbink, K., A. Sadrieh, and S. Zamir (1997): The Covered Response Ultimatum Game, SFB 303, Universität Bonn, Discussion Paper No. B-416
B-417 Abbink, Klaus, and Abdolkarim Sadrieh (1997): RatImage 3.30, SFB 303, Universität Bonn, Discussion Paper No. B-417
B-418 Weber, Axel A. (1997): Sources of Currency Crisis: An Empirical Analysis , SFB 303, Universität Bonn, Discussion Paper No. B-418
B-419 Weber, Axel A. (1997): Sources of Purchasing Power Disparities Between the G3-Economies, SFB 303, Universität Bonn, Discussion Paper No. B-419
B-420 Weber, Axel A. (1997): Sources of Purchasing Power Disparities: Europe Versus the United Stades, SFB 303, Universität Bonn, Discussion Paper No. B-420
B-421 Selten, Reinhard (1997): Features of Experimentally Observed Bounded Rationality, SFB 303, Universität Bonn, Discussion Paper No. B-421
B-422 Dudenhausen, Antje, Erik Schloegl and Lutz Schloegl (1999): Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives, SFB 303, Universität Bonn, Discussion Paper No. B-422
B-423 Sela, Aner, and Dorothea K. Herreiner (1997): Fictitious Play in Coordination Games, SFB 303, Universität Bonn, Discussion Paper No. B-423
B-424 Wiesenberg, Holger (1998): Modeling Market Risk in a Jump-Diffusion Setting: A Generalized Hofmann-Platen-Schweizer-Model, SFB 303, Universität Bonn, Discussion Paper No. B-424
B-425 Abbink, Klaus, und Bettina Kuon (1998): Ein Optionsbewertungsexperiment mit professionellen Tradern, SFB 303, Universität Bonn, Discussion Paper No. B-425
B-426 Abbink, Klaus, and Bettina Kuon (1998): An Options Pricing Experiment with Professional Traders , SFB 303, Universität Bonn, Discussion Paper No. B-426
B-427 Hofbauer, Josef, and Karl H. Schlag (1998): Sophisticated Imitation in Cyclic Games , SFB 303, Universität Bonn, Discussion Paper No. B-427
B-428 Krelle, Wilhelm (1998): Ökonomische Grundlagen der Ethik, SFB 303, Universität Bonn, Discussion Paper No. B-428
B-429 Look, Stefan (1998): The Stochastic Finite Element Method and Application in Option Pricing, SFB 303, Universität Bonn, Discussion Paper No. B-429
B-430 Ackermann, Michael B. E., and Norbert Christopeit (1998): The Time Optimal Transition of Eastern Germany's Productivity, SFB 303, Universität Bonn, Discussion Paper No. B-430
B-431 Nielsen, J. A., and K. Sandmann (1998): Asian Exchange Rate Options under Stochastic Interest Rates: Pricing as a Sum of Delayed Payment Options, SFB 303, Universität Bonn, Discussion Paper No. B-431
B-432 Cressman, R., and K. H. Schlag (1998): Updating Strategies Through Observed Play - Optimization Under Bounded Rationality, SFB 303, Universität Bonn, Discussion Paper No. B-432
B-433 Lotz, C. (1998): Locally Minimizing the Credit Risk, SFB 303, Universität Bonn, Discussion Paper No. B-433
B-435 Frey, Ruediger (1998): Superreplication in Stochastic Volatility Models and Optimal Stopping, SFB 303, Universität Bonn, Discussion Paper No. B-435
B-436 Lux, T. (1998): The Limiting Extremal Behaviour of Speculative Returns: An Analysis of Intra-Daily Data from the Frankfurt Stock Exchange, SFB 303, Universität Bonn, Discussion Paper No. B-436
B-437 Lux, T. and M. Marchesi (1998): Volatility Clustering in Financial Markets: A Micro-Simulation of Interacting Agents, SFB 303, Universität Bonn, Discussion Paper No. B-437
B-438 Lux, T., and M. Marchesi (1998): Scaling and Criticality in a Stochastic Multi-Agent Model of a Financial Market, SFB 303, Universität Bonn, Discussion Paper No. B-438
B-439 Fahr, René, and Bernd Irlenbusch (1998): Fairness as a Constraint on Trust in Reciprocity An Experimental Observation, SFB 303, Universität Bonn, Discussion Paper No. B-439
B-440 Ockenfels, Axel, and Reinhard Selten (1998): An Experiment on the Hypothesis of Involuntary Truth-Signalling in Bargaining, SFB 303, Universität Bonn, Discussion Paper No. B-440
B-441 Krelle, Wilhelm (1998): Economics and Ethics Part I. The General Conception, SFB 303, Universität Bonn, Discussion Paper No. B-441
B-442 Sommer, Daniel (1998): Pseudo-Arbitrage - A new Approach to Pricing and Hedging in Incomplete Markets, SFB 303, Universität Bonn, Discussion Paper No. B-442
B-443 Laurent, Jean-Paul, and Dietmar P.J. Leisen (1998): Building a Consistent Pricing Model from Observed Option Prices, SFB 303, Universität Bonn, Discussion Paper No. B-443
B-444 Lux, Thomas (1998): A Note on the Stochastic Properties of German Stock Returns, SFB 303, Universität Bonn, Discussion Paper No. B-444
B-445 O'Neill, Barry (1998): Risk Aversion in International Relations Theory, SFB 303, Universität Bonn, Discussion Paper No. B-445
B-446 Leisen, Dietmar P.J. (1999): Valuation of Barrier Options in a Black-Scholes Setup with Jump Risk, SFB 303, Universität Bonn, Discussion Paper No. B-446
B-447 Chen, Shu-Heng, Thomas Lux and Michele Marchesi (1999): Testing for Non-Linear Structure in an Artificial Financial Market, SFB 303, Universität Bonn, Discussion Paper No. B-447
B-448 Dueker, M., and K. Wesche (1999): European Business Cycles: New Indices and Analysis of their Synchronicity, SFB 303, Universität Bonn, Discussion Paper No. B-448
B-449 Pope, Robin (1999): Reconciliation with the Utility of Chance by Elaborated Outcomes Destroys the Axiomatic Basis of Expected Utility Theory, SFB 303, Universität Bonn, Discussion Paper No. B-449
B-450 Pope, Robin, and Reinhard Selten (1999): Local Manufacturing Hurt by Depreciations in a Theoretical Model Reflecting the Australian Experience, SFB 303, Universität Bonn, Discussion Paper No. B-450
B-451 Zühlsdorff, Christian (1999): The Pricing of Derivatives on Assets with Quadratic Volatility, SFB 303, Universität Bonn, Discussion Paper No. B-451
B-452 Kuon,Bettina, Barbara Mathauschek and Abdolkarim Sadrieh (1999): Teams Take the Better Risks, SFB 303, Universität Bonn, Discussion Paper No. B-452
B-453 Schönbucher, Philpp J. (1999): A Market Model for Stochastic Implied Volatility, SFB 303, Universität Bonn, Discussion Paper No. B-453
B-454 Selten, Reinhard (1999): What is Bounded Rationality? Paper prepared for the Dahlem Conference 1999, SFB 303, Universität Bonn, Discussion Paper No. B-454
B-455 Taksar, Michael I. (1999): Optimal Risk/Dividend Distribution Control Models. Applications to Insurance, SFB 303, Universität Bonn, Discussion Paper No. B-455
B-456 Lux, Thomas (1999): Multi-Fractal Processes as Models for Financial Returns: A First Assessment, SFB 303, Universität Bonn, Discussion Paper No. B-456
B-457 Lotz, Christopher (1999): Optimal Shortfall Hedging of Credit Risk, SFB 303, Universität Bonn, Discussion Paper No. B-457
B-458 Lux, Thomas, and Didier Sornette (1999): On Rational Bubbles and Fat Tails, SFB 303, Universität Bonn, Discussion Paper No. B-458
B-459 Abbink, Klaus, Bernd Irlenbusch, and Elke Renner (1999): An Experimental Bribery Game, SFB 303, Universität Bonn, Discussion Paper No. B-459
B-460 Abbink, Klaus (1999): Staff Rotation: A Powerful Weapon Against Corruption?, SFB 303, Universität Bonn, Discussion Paper No. B-460
B-461 Albers, Wulf, Robin Pope, Reinhard (1999): Experimental Evidence for Attractions to Chance, SFB 303, Universität Bonn, Discussion Paper No. B-461
B-462 Herreiner, Dorothea K. (1999): The Decision to Seek or to Be Sought, SFB 303, Universität Bonn, Discussion Paper No. B-462
B-463 Hehn, Elisabeth and Abdolkarim Sadrieh (1999): Zuschlag erhalten, aber Verlust gebucht - Gefdhrdet der Fluch des Gewinners auch Kapitalmarktprofii SFB 303, Universität Bonn, Discussion Paper No. B-463
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