… In the first step, following Hafner and Wallmeier (2001), we estimate the smile function for
each option maturity based on a cubic regression of implied volatilities on moneyness. In the …

We treated 103 multiple myeloma (MM) patients with 7 g/m 2 cyclophosphamide (Cy) followed
by 300 μg G‐CSF/d to harvest peripheral blood progenitor cells (PBPC). PBPC autografts …

… We define Tobin’s Q as follows: (4) Q = M a r k e t v a l u e o f e q u i t y + B o o k v a l u e o
f d e b t B o o k v a l u e o f e q u i t y + B o o k v a l u e o f d e b t We use the market value of …

An explicit finite element model of the deep-drawing of paperboard has been developed
utilizing a custom yet simple material model which describes the anisotropy and plasticity of …

On the basis of transaction data, this paper analyzes the strike profile of implied volatilities of
German DAX options for a time to expiration of 45 days. Using WLS spline regressions over …

… m/min. The press section applied a maximum pressure of 14 kN/m in the first nip and maximum
20 kN/m … of about 350 g/m 2 with a variation in the range of ±40 g/m 2 . All pilot sheets …

The paper explores the cross-sectional determinants of stock returns in Germany, using the
following variables: beta, earnings yield, cash flow yield, financial leverage, size, and book-to…

… A quadratic or cubic regression without differentiating between M≤0 and M>0 does not …
the covariance between R i and R M , divided by the variance of R M . We obtain an estimate of …

Optimization of the quality of deep‐drawn cups requires methods for precise measuring of
quality criteria. This paper presents new objective methods to describe the quality of deep‐…

We conduct an experiment to investigate how investors assess the risk of reverse convertibles
that link their payouts to the worst performing stock of a pool of underlying assets. Based …