Zobrazeno 1 - 10
of 27
pro vyhledávání: '"Wolfgang, Kluge"'
Autor:
Jakub Tomasik, Robert H. Yolken, Wolfgang Kluge, Vern B. Carruthers, Tracey L. Schultz, Sabine Bahn
Publikováno v:
Schizophrenia Bulletin, 42(2), 386-395. Oxford University Press
Chronic neurologic infection with Toxoplasma gondii is relatively common in humans and is one of the strongest known risk factors for schizophrenia. Nevertheless, the exact neuropathological mechanisms linking T gondii infection and schizophrenia rem
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5eb5e996212a311e81c56984d73cad19
https://pure.eur.nl/en/publications/40329e5f-363c-4c05-aaec-40c82135be99
https://pure.eur.nl/en/publications/40329e5f-363c-4c05-aaec-40c82135be99
Autor:
Emanuel Schwarz, Sabine Bahn, Agnes Ernst, Zoltán Sarnyai, Wolfgang Kluge, Dan Ma, Paul C. Guest, Isabel Garcia-Perez, Tsz M. Tsang, Elaine Holmes
Publikováno v:
Journal of Proteome Research, 11(7), 3704-3714. American Chemical Society
Administration of the noncompetitive N-methyl-D-aspartate (NMDA) receptor antagonist phencyclidine (PCP) to rodents is widely used as preclinical model for schizophrenia. Most studies on this model employ methods investigating behavior and brain abno
Autor:
Matthias Rothermundt, Daniel Martins-de-Souza, Hassan Rahmoune, Paul C. Guest, Viktoria Stelzhammer, Sabine Bahn, Wolfgang Kluge, Carina Sondermann, Nikolaus Michael
Publikováno v:
PROTEOMICS-Clinical Applications; Vol 5
Purpose: Electroconvulsive therapy (ECT) is a psychiatric treatment in which seizures are electrically induced in patients. Prior to treatment, patients are usually given short-acting anaesthetics and muscle relaxants to avoid harm, e.g. musculoskele
Publikováno v:
pferde spiegel. 14:172-177
Autor:
Wolfgang Kluge, Antonis Papapantoleon
Publikováno v:
Quantitative Finance. 9:951-959
We derive explicit valuation formulae for an exotic path-dependent interest rate derivative, namely an option on the composition of LIBOR rates. The formulae are based on Fourier transform methods for option pricing. We consider two models for the ev
Autor:
Wolfgang Kluge
Zwischen der Wuhle – einem Flüsschen im Osten von Berlin – und der Werra, die aus Thüringen kommend im hessischen Hannoversch Münden mit der Fulda als Weser gen Nordsee fließt, entstand wohl schon so manche erinnerungswürdige Geschichte. Aut
Autor:
Ernst Eberlein, Wolfgang Kluge
Publikováno v:
Mathematical Finance. 16:237-254
Turnbull (1995) as well as Navatte and Quittard-Pinon (1999) derived explicit pricing formulae for digital options and range notes in a one-factor Gaussian Heath–Jarrow–Morton (henceforth HJM) model. Nunes (2004) extended their results to a multi
Publikováno v:
International Journal of Theoretical and Applied Finance. (06):967-986
Symmetry results between call and put options have been widely studied in equity markets. We provide similar symmetry results between caps and floors in a Heath–Jarrow–Morton, a LIBOR and a forward price model, driven by time-inhomogeneous Lévy