Zobrazeno 1 - 10
of 47
pro vyhledávání: '"Christoph Kühn"'
Autor:
Patrick-Pascal Strunz, Linus Maximilian Risser, Matthias Englbrecht, Torsten Witte, Matthias Froehlich, Marc Schmalzing, Michael Gernert, Sebastian Hueper, Peter Bartz-Bazzanella, Cay von der Decken, Kirsten Karberg, Georg Gauler, Susanna Späthling-Mestekemper, Christoph Kuhn, Wolfgang Vorbrüggen, Martin Welcker, Stefan Kleinert
Publikováno v:
Frontiers in Immunology, Vol 15 (2024)
BackgroundSafety recommendations for Janus kinase inhibitors (JAKi) issued by the European Medical Agency (EMA) in 2023 could potentially influence treatment patterns for rheumatoid arthritis (RA) drugs, but little is known about the impact of these
Externí odkaz:
https://doaj.org/article/8fdf039605db47819e20145e68fee00c
Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs
Autor:
Alexander Molitor, Christoph Kühn
Publikováno v:
Finance and Stochastics. 23:1049-1077
In discrete-time markets with proportional transaction costs, Schachermayer (Math. Financ. 14:19–48, 2004) showed that robust no-arbitrage is equivalent to the existence of a strictly consistent price system. In this paper, we introduce the concept
Autor:
Patrick-Pascal Strunz, Matthias Englbrecht, Linus Maximilian Risser, Torsten Witte, Matthias Froehlich, Marc Schmalzing, Michael Gernert, Astrid Schmieder, Peter Bartz-Bazzanella, Cay von der Decken, Kirsten Karberg, Georg Gauler, Patrick Wurth, Susanna Späthling-Mestekemper, Christoph Kuhn, Wolfgang Vorbrüggen, Johannes Heck, Martin Welcker, Stefan Kleinert
Publikováno v:
Frontiers in Immunology, Vol 15 (2024)
ObjectiveTreatment options with disease-modifying antirheumatic drugs (DMARDs) for psoriatic arthritis (PsA) have evolved over recent years. In addition to Janus kinase inhibitors (JAKi), four classes of biologic DMARDs (bDMARDs; interleukin [IL]-23
Externí odkaz:
https://doaj.org/article/d38dc92500c142f5b13b040faad3b569
Autor:
Rodion Groll, Christoph Kühn
picFoam is a fully kinetic electrostatic Particle-in-Cell (PIC) solver, including Monte Carlo Collisions (MCC), for non-equilibrium plasma research in the open-source framework of OpenFOAM. The solver’s modular design, based on the same principles
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7f9972988318cf1c0780261c5f28cabb
http://arxiv.org/abs/2012.14724
http://arxiv.org/abs/2012.14724
Autor:
Rodion Groll, Christoph Kühn
Publikováno v:
International Journal of Computational Methods and Experimental Measurements. 6:231-239
Autor:
Christoph Kühn
Publikováno v:
Stochastic Analysis and Applications. 35:334-363
For an Ito asset price process and under quite mild structural assumptions, we show that the accumulated payments of a linear tax on trading gains are of infinite variation if the quadratic covariation of the trading strategy and the asset price is n
Autor:
Christoph Kühn
In frictionless financial markets, no-arbitrage is a local property in time. This means that a discrete time model is arbitrage-free if and only if there does not exist a one-period-arbitrage. With capital gains taxes, this equivalence fails. For a m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::997151d7bac9627978e24aaf01c49a15
Autor:
Christoph Kühn, Klebert Kentia
Game contingent claims (GCCs) generalize American contingent claims by allowing the writer to recall the option as long as it is not exercised, at the price of paying some penalty. In incomplete markets, an appealing approach is to analyze GCCs like
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f6195616512e929ae5151975e2ad596b