SFB 303 Discussion Papers
B-200 - B-299
B-200 Valery Vasil'ev, Shlomo Weber und Hans Wiesmeth (1991): The Equivalence of Core and Lindahl Equilibria in an Economy with Semi-Public Goods, SFB 303, Universität Bonn, Discussion Paper No. B-200
B-201 Klein, Martin, and Manfred J. M. Neumann (1991): Converting EMS to EMU: Why not at Par with Sterling?, SFB 303, Universität Bonn, Discussion Paper No. B-201
B-202 Föllmer, Hans (1991): Probabilistic Aspects of Options, SFB 303, Universität Bonn, Discussion Paper No. B-202
B-203 Nöldeke, Georg (1991): On the Informational Efficiency of a Monopolistic Financial Market, SFB 303, Universität Bonn, Discussion Paper No. B-203
B-204 Kuon, Bettina (1991): Typical Trading Behavior in the German Election Markets 1990 , SFB 303, Universität Bonn, Discussion Paper No. B-204
B-205 Christopeit, Norbert, and Kurt Helmes (1991): On Minimax Estimation in Linear Regression Models with Ellipsoidal Constraints, SFB 303, Universität Bonn, Discussion Paper No. B-205
B-206 Christopeit, Norbert, and Marek Musiela (1991): On the Existence of Arbitrage-free Measures in Contingent Claim Valuation , SFB 303, Universität Bonn, Discussion Paper No. B-206
B-207 Kuon, Bettina (1992): A Measure of Typical Behavior , SFB 303, Universität Bonn, Discussion Paper No. B-207
B-208 Reinhard Selten and Eyal Winter (1992): An Axiomatic Approach to Consumers' Welfare , SFB 303, Universität Bonn, Discussion Paper No. B-208
B-209 Hofmann, N., E. Platen and M. Schweizer (1992): Option Pricing under Incompleteness and Stochastic Volatility, SFB 303, Universität Bonn, Discussion Paper No. B-209
B-210 Jehiel, P., and B. Moldovanu (1991): Delay and other Effects of Externalities on Negotiation , SFB 303, Universität Bonn, Discussion Paper No. B-210
B-211 Nöldeke, Georg, and Klaus M. Schmidt (1992): Unverifiable Information, Incomplete Contracts, and Renegotiation, SFB 303, Universität Bonn, Discussion Paper No. B-211
B-212 Sandmann, K., and S. Rady (1995): The Direct Approach to Debt Option Pricing, SFB 303, Universität Bonn, Discussion Paper No. B-212
B-213 Krelle, Wilhelm (1992): A Theory on Long-Term Changes of Economic Growth , SFB 303, Universität Bonn, Discussion Paper No. B-213
B-214 Christopeit, Norbert, and Marek Musiela (1992): On the Existence and Characterization of Arbitrage-free Measures in Contingent Claim Valuation , SFB 303, Universität Bonn, Discussion Paper No. B-214
B-215 Holtz Wooders, Myrna (1992): Large Games and Economies With Effective Small Groups, SFB 303, Universität Bonn, Discussion Paper No. B-215
B-216 Nöldeke, Georg, and Larry Samuelson (1992): The Evolutionary Foundations of Backward and Forward Induction, SFB 303, Universität Bonn, Discussion Paper No. B-216
B-217 Selten, Reinhard (1992): Wirtschaftliche und kulturelle Evolution , SFB 303, Universität Bonn, Discussion Paper No. B-217
B-218 Schmidt, Roland (1992): On the Stationarity of the Real Exchange Rate and the Role of Transaction Costs, SFB 303, Universität Bonn, Discussion Paper No. B-218
B-219 Selten, Reinhard, and Bettina Kuon (1992): Demand Commitment Bargaining in Three-Person Quota Game Experiments, SFB 303, Universität Bonn, Discussion Paper No. B-219
B-220 Keser, Claudia (1992): Learning to Cooperate in Experiments on Multistage Price-Setting Duopolies with Symmetric Costs, SFB 303, Universität Bonn, Discussion Paper No. B-220
B-221 Brennscheidt, Gunnar (1992): Experiments on Predictions: Aggregate Behavior, SFB 303, Universität Bonn, Discussion Paper No. B-221
B-222 Krelle, Wilhelm (1992): A Problem of the Transition from a Planned to a Market Economy: Should Firms be Subsidized in Order to Avoid Their Bankrupcy?, SFB 303, Universität Bonn, Discussion Paper No. B-222
B-223 Schmidt, Roland (1992): An Empirical Evaluation of the Portfolio Model for the Dollar-Mark Exchange Rate, SFB 303, Universität Bonn, Discussion Paper No. B-223
B-224 Zenner, Markus (1992): Performance of Least Squares Learning in Autoregressive Models with Forecast Feedback. The Deterministic Case, SFB 303, Universität Bonn, Discussion Paper No. B-224
B-225 Zenner, Markus (1992): Performance of Least Squares Learning in Autoregressive Models with Forecast Feedback. The Stochastic Case, SFB 303, Universität Bonn, Discussion Paper No. B-225
B-226 Schmidt, Roland (1992): Nonlinearities and Risk Premia in Daily Dollar-Mark Exchange Rate Movements, SFB 303, Universität Bonn, Discussion Paper No. B-226
B-227 Schürger, Klaus (1992): A Limit Theorem for Random Matrices with a Multiparameter, SFB 303, Universität Bonn, Discussion Paper No. B-227
B-228 Nöldeke, Georg, and Larry Samuelson (1992): An Evolutionary Analysis of Backward and Forward Induction, SFB 303, Universität Bonn, Discussion Paper No. B-228
B-229 Schürger, Klaus (1992): On the Existence of Equivalent Submartingale Measures, SFB 303, Universität Bonn, Discussion Paper No. B-229
B-230 Werner, Hans Joachim (1992): Characterizations of Minimal Semipositivity , SFB 303, Universität Bonn, Discussion Paper No. B-230
B-231 Werner, H. J., and S. K. Mitra, and S. K. Jain (1992): Extensions of G-based matrix partial orders, SFB 303, Universität Bonn, Discussion Paper No. B-231
B-232 Probst, Daniel A. (1992): Evolution, Automata and the Repeated Prisoners' Dilemma, SFB 303, Universität Bonn, Discussion Paper No. B-232
B-234 Jehiel, Philippe, and Benny Moldovanu (1993): Cyclical Delay in Bargaining with "Externalities", SFB 303, Universität Bonn, Discussion Paper No. B-234
B-235 Jehiel, Philippe, and Benny Moldovanu (1993): On the Art of Saying "No", SFB 303, Universität Bonn, Discussion Paper No. B-235
B-236 Nagel, Rosemarie (1993): Experimental Results on Interactive Competitive Guessing, SFB 303, Universität Bonn, Discussion Paper No. B-236
B-237 Schmidt, Roland (1993): Why the Forward Rate is a Biased Predictor of the Future Spot Rate if Investors are Risk Neutral, SFB 303, Universität Bonn, Discussion Paper No. B-237
B-238 Sandmann, K., and E. Schlögl (1993): Zustandspreise und die Modellierung des Zinsänderungsrisikos, SFB 303, Universität Bonn, Discussion Paper No. B-238
B-239 Reimer, Matthias, and Klaus Sandmann (1993): Down-and-out Call - Bewertungstheorie, numerische Verfahren und Simulationsstudie, SFB 303, Universität Bonn, Discussion Paper No. B-239
B-240 Reimer, Matthias (1993): Arithmetic Average Price Optionen - Bewertungsverfahren und Simulationstheorie, SFB 303, Universität Bonn, Discussion Paper No. B-240
B-241 Borries, Daniel von, and Klaus Sandmann (1993): Anwendungen eines Binomialmodells der Zinsstruktur auf Markdaten von Zinssatzoptionen: Eine empirische Untersuchung zu diskreten 1-Faktor- Zinsstrukturmodellen, SFB 303, Universität Bonn, Discussion Paper No. B-241
B-242 Schlag, Karl H. (1993): Cheap Talk and Evolutionary Dynamics, SFB 303, Universität Bonn, Discussion Paper No. B-242
B-243 Schlag, Karl H. (1993): Dynamic Stability in the Repeated Prisoners' Dilemma Played by Finite Automata , SFB 303, Universität Bonn, Discussion Paper No. B-243
B-244 Mailath, G., L. Samuelson, and A. Shaked (1993): Correlated Equilibria as Network Equilibria, SFB 303, Universität Bonn, Discussion Paper No. B-244
B-245 Mitzkewitz, Michael (1993): Signalling and Equilibrium Selection Part II: Nongeneric Games and Overview of Results, SFB 303, Universität Bonn, Discussion Paper No. B-245
B-246 Schweizer, Martin (1993): A New Characterization of the Martingale Property, SFB 303, Universität Bonn, Discussion Paper No. B-246
B-247 Schweizer, Martin (1993): Variance-Optimal Hedging in Discrete Time, SFB 303, Universität Bonn, Discussion Paper No. B-247
B-248 Schürger, Klaus (1993): The Traveling Salesman Problem for Unbounded Random Points, SFB 303, Universität Bonn, Discussion Paper No. B-248
B-249 Mailath, Georg J., Larry Samuelson and Jeroen M. Swinkels (1993): Structural Indifference in Normal Form Games, SFB 303, Universität Bonn, Discussion Paper No. B-249
B-250 Krelle, Wilhelm (1993): On the Subsidization of Firms in the Process of Transition from a Planned to a Market Economy, SFB 303, Universität Bonn, Discussion Paper No. B-250
B-251 Harstad, Ronald M. (1993): Auctions With Endogenous Bidder Participation , SFB 303, Universität Bonn, Discussion Paper No. B-251
B-252 Selten, Reinhard (1993): An Axiomatic Theory of a Risk Dominance Measure for Bipolar Games with Linear Incentives , SFB 303, Universität Bonn, Discussion Paper No. B-252
B-253 Evstigneev, Igor V., and Klaus Schürger (1993): A Limit Theorem for Random Matrices with a Multiparameter and It's Application to a Stochastic Model of a Large Economy, SFB 303, Universität Bonn, Discussion Paper No. B-253
B-254 Neumann, M. J. M. (1993): Koordination der Makropolitik in Europa, SFB 303, Universität Bonn, Discussion Paper No. B-254
B-255 Werner, Jan (1993): Arbitrage, Bubbles, and Valuation, SFB 303, Universität Bonn, Discussion Paper No. B-255
B-256 Frey, Rüdiger, and Alexander Stremme (1993): Portfolio Insurance and Volatility - On the Robustness of the Black-Scholes Option Pricing Model, SFB 303, Universität Bonn, Discussion Paper No. B-256
B-257 Werner, Hans Joachim (1992): G-Inverses of Matrix Products, SFB 303, Universität Bonn, Discussion Paper No. B-257
B-258 Reny, Philip J., Eyal Winter, and Myrna Holtz Wooders (1993): The Partnered Core of A Game With Side Payments, SFB 303, Universität Bonn, Discussion Paper No. B-258
B-259 Schweizer, Martin (1993): Risk-Minimizing Hedging Strategies under Restricted Information, SFB 303, Universität Bonn, Discussion Paper No. B-259
B-260 Musiela, Marek, and Dieter Sondermann (1993): Different Dynamical Specifications of the Term Structure of Interest Rates and their Implications, SFB 303, Universität Bonn, Discussion Paper No. B-260
B-261 Brennscheidt, G. (1993): Predictive Behavior: An Experimental Study, SFB 303, Universität Bonn, Discussion Paper No. B-261
B-262 Schweizer, Martin (1993): Approximating Random Variables by Stochastic Integrals, SFB 303, Universität Bonn, Discussion Paper No. B-262
B-263 Sondermann, Dieter, and K. Sandmann (1994): On the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures , SFB 303, Universität Bonn, Discussion Paper No. B-263
B-264 Föllmer, Hans (1993): Stock Price Fluctuation as a Diffusion in a Random Environment, SFB 303, Universität Bonn, Discussion Paper No. B-264
B-265 Schweizer, Martin (1994): A Projection Result for Semimartingales, SFB 303, Universität Bonn, Discussion Paper No. B-265
B-266 Werner, Hans Joachim (1993): When is B-A- a generalized inverse of AB ?, SFB 303, Universität Bonn, Discussion Paper No. B-266
B-267 Werner, Hans Joachim (1993): What is (AB)inverse?, SFB 303, Universität Bonn, Discussion Paper No. B-267
B-268 Balkenborg, Dieter (1994): An Experiment on Forward- versus Backward Induction, SFB 303, Universität Bonn, Discussion Paper No. B-268
B-269 Wesche, Katrin (1994): Aggregierte Geldnachfrage in Europa. Eine empirische Untersuchung der Geldmenge M1. , SFB 303, Universität Bonn, Discussion Paper No. B-269
B-270 Selten, Reinhard, and Joachim Buchta (1994): Experimental Sealed Bid First Price Auctions with Directly Observed Bid Functions, SFB 303, Universität Bonn, Discussion Paper No. B-270
B-271 Nöldeke, Georg and Larry Samuelson (1994): Learning to signal in markets, SFB 303, Universität Bonn, Discussion Paper No. B-271
B-272 Sandmann, K., and M. Reimer (1995): A Discrete Time Approach for European and American Barrier Options , SFB 303, Universität Bonn, Discussion Paper No. B-272
B-273 Zenner, Markus (1994): Prediction Error Learning in Univariate Generalized Autoregressive Models, SFB 303, Universität Bonn, Discussion Paper No. B-273
B-274 Sippel, Reinhard (1995): An Experiment on the Pure Theory of Consumer's Behaviour , SFB 303, Universität Bonn, Discussion Paper No. B-274
B-275 Binmore, Ken, and Larry Samuelson (1994): Muddling Through: Noisy Equilibrium Selection, SFB 303, Universität Bonn, Discussion Paper No. B-275
B-276 Sommer, Daniel (1994): Continuous-Time Limits in the Generalized Ho-Lee Framework under the Forward Measure, SFB 303, Universität Bonn, Discussion Paper No. B-276
B-277 Christopeit, Norbert (1994): On the Approximation of Random Variables by Stochastic Integrals with Respect to Semimartingales, SFB 303, Universität Bonn, Discussion Paper No. B-277
B-278 Gardner, Roy, Michael R. Moore, and James M. Walker (1994): Racing for the Water: Laboratory Evidence on Subgame Perfection, SFB 303, Universität Bonn, Discussion Paper No. B-278
B-279 Kramkov, D. O., and A.N. Vishnyakov (1994): Closed Form Representations for the Minimal Hedging Portfolios of American Type Contingent Claims, SFB 303, Universität Bonn, Discussion Paper No. B-279
B-280 Henry, Jerome, and Jens Weidmann (1994): Asymmetry in the EMS revisited: Evidence from the causality analysis of daily Eurorates, SFB 303, Universität Bonn, Discussion Paper No. B-280
B-281 Weber, Axel (1994): Testing Long-run Neutrality: Empirical Evidence for G7-Countries with Special Emphasis on Germany, SFB 303, Universität Bonn, Discussion Paper No. B-281
B-282 Sapir, André, Khalid Sekkat and Axel A. Weber (1994): The Impact of Exchange Rate Fluctuations on European Community Trade, SFB 303, Universität Bonn, Discussion Paper No. B-282
B-283 Weber, Axel A. (1994): Intervention, Policy Coordination and the Future of EMU: A German Perspective, SFB 303, Universität Bonn, Discussion Paper No. B-283
B-284 Schweizer, Martin (1994): On the Minimal Martingale Measure and the Föllmer-Schweizer Decomposition , SFB 303, Universität Bonn, Discussion Paper No. B-284
B-285 Sandmann, K.,D. Sondermann, and K. R. Miltersen (1994): Closed Form Term Structure Derivatives in a Heath-Jarrow-Morton Model with Log-Normal Annually Compounded Interest Rates, SFB 303, Universität Bonn, Discussion Paper No. B-285
B-286 Jehiel, Philippe, and Benny Moldovanu (1994): Cyclical Delay in Infinite Horizon Bargaining with Externalities, SFB 303, Universität Bonn, Discussion Paper No. B-286
B-287 Jehiel, Philippe, and Benny Moldovanu (1994): Strategic Non-Participation, SFB 303, Universität Bonn, Discussion Paper No. B-287
B-288 Jehiel, Philippe, Benny Moldovanu, and Ennio Stacchetti (1994): How (not) to sell nuclear weapons, SFB 303, Universität Bonn, Discussion Paper No. B-288
B-289 Moldovanu, Benny, and Eyal Winter (1993): Core Implementation and Increasing Returns to Scale for Cooperation, SFB 303, Universität Bonn, Discussion Paper No. B-289
B-290 Krelle, Wilhelm (1994): Ethics in a Market Economy, SFB 303, Universität Bonn, Discussion Paper No. B-290
B-291 Nielsen, J. Aase, and Klaus Sandmann (1995): Equity-linked life insurance - a model with stochastic interest rates , SFB 303, Universität Bonn, Discussion Paper No. B-291
B-292 Selten, Reinhard (1994): Descriptive Approaches to Cooperation, SFB 303, Universität Bonn, Discussion Paper No. B-292
B-293 Schlögel, Erik, and Daniel Sommer (1994): On Short Rate Processes and Their Implications for Term Structure Movements, SFB 303, Universität Bonn, Discussion Paper No. B-293
B-294 Kramkov, D.O. (1994): Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets, SFB 303, Universität Bonn, Discussion Paper No. B-294
B-295 Henry, Jerome, and Jens Weidmann (1994): The French-German Interest Rate Differential since German Unification: The Impact of the 1992 and 1993 EMS Crisis, SFB 303, Universität Bonn, Discussion Paper No. B-295
B-296 Schlag, Karl H. (1994): Why Imitate, and if so, How? Exploring a Model of Social Evolution, SFB 303, Universität Bonn, Discussion Paper No. B-296
B-297 Schürger, Klaus (1994): On the existence of equivalent tau-measures in finite discrete time , SFB 303, Universität Bonn, Discussion Paper No. B-297
B-298 Schlag, Karl H. (1994): Evolution in Partnership Games,an Equivalence Result. , SFB 303, Universität Bonn, Discussion Paper No. B-298
B-299 Schlag, Karl H. (1994): When Does Evolution Lead to Efficiency in Communication Games? , SFB 303, Universität Bonn, Discussion Paper No. B-299
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