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Michael Kohler 《AStA Advances in Statistical Analysis》2008,92(2):153-178
American options in discrete time can be priced by solving optimal stopping problems. This can be done by computing so-called
continuation values, which we represent as regression functions defined recursively by using the continuation values of the
next time step. We use Monte Carlo to generate data, and then we apply smoothing spline regression estimates to estimate the
continuation values from these data. All parameters of the estimate are chosen data dependent. We present results concerning
consistency and the estimates’ rate of convergence. 相似文献
43.
This paper proposes an experimental test to evaluate the performance of the serial cost sharing rule, originally proposed
by Shenker [Sigmetrics, 241–242 (1990)] and then analyzed by Moulin and Shenker [Econometrica 60, 1009–1037 (1992)]. We report
measures of the performance and efficiency of the serial mechanism by comparing the choices and payoffs attained by the subjects
to the expected equilibrium allocations. Experimental evidence shows that learning is needed for the subjects to converge
to the equilibrium strategy. However, in terms of efficiency, the serial mechanism leads to almost efficient allocations. 相似文献
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Gay affirmative practice has recently been introduced into the social work literature as a culturally sensitive model for
working with gay, lesbian, and bisexual (GLB) adults, however, this model has rarely been applied to practice with GLB youth.
In this article, the authors review the literature to present the main tenets of gay affirmative practice, outline the challenges
that GLB youth face, and delineate the environmental and individual strengths that can be enhanced to promote well-being.
The authors then apply the gay affirmative practice model to GLB youth, offering concrete information about the specific knowledge,
attitudes, and skills that social workers should acquire to better serve the unique, yet diverse, needs of GLB youth. 相似文献
48.
Annette Zimmer 《Gruppendynamik und Organisationsberatung》2003,34(4):331-345
Cultural and professional associations are the expression of the modern society with structured organisations. The 19th century was the marking epoch of the constitution of associations in Germany. The involvement of associations in the political live, specially the professional ones, is typical in Germany. While political sciences focus on the analyses of interest representation and mediation functions of organisations, sociology research covers the full range of social, psychological, political and economical functions of organisations. Management and especially human resource management topics are presently gaining a growing importance within the research community which focuses on the cultural and professional organisations. 相似文献
49.
Sets of alternatives as Condorcet winners 总被引:1,自引:0,他引:1
We characterize sets of alternatives which are Condorcet winners according to preferences over sets of alternatives, in terms
of properties defined on preferences over alternatives. We state our results under certain preference extension axioms which,
at any preference profile over alternatives, give the list of admissible preference profiles over sets of alternatives. It
turns out to be that requiring from a set to be a Condorcet winner at every admissible preference profile is too demanding,
even when the set of admissible preference profiles is fairly narrow. However, weakening this requirement to being a Condorcet
winner at some admissible preference profile opens the door to more permissive results and we characterize these sets by using
various versions of an undomination condition. Although our main results are given for a world where any two sets – whether
they are of the same cardinality or not – can be compared, the case for sets of equal cardinality is also considered.
Received: 15 March 2001/Accepted: 31 May 2002
This paper was written while Barış Kaymak was a graduate student in Economics at Boğazi?i University. We thank ?ağatay Kayı
and İpek ?zkal-Sanver who kindly agreed to be our initial listeners. The paper has been presented at the Economic Theory seminars
of Bilkent, Ko? and Sabancı Universities as well as at the Fifth Conference of the Society for the Advancement of Economic
Theory, July 2001, Ischia, Italy and at the 24th Bosphorus Workshop on Economic Design, August 2001, Bodrum, Turkey. We thank Fuad Aleskerov, İzak Atiyas, ?zgür Kıbrıs, Semih
Koray, Gilbert Laffond, Bezalel Peleg, Murat Sertel, Tayfun S?nmez, Utku ünver and all the participants. Remzi Sanver acknowledges
partial financial support from İstanbul Bilgi University and the Turkish Academy of Sciences and thanks Haluk Sanver and Serem
Ltd. for their continuous moral and financial support. Last but not the least, we thank Carmen Herrero and two anonymous referees.
Of course we are the sole responsible for all possible errors. 相似文献
50.