Political efforts are made in the European Union (EU) to reduce pesticide use and to increase
the implementation of integrated pest management (IPM). Within the EU project ENDURE, …

Yield and water productivity of potatoes grown in 4.32m 2 lysimeters were measured in
coarse sand, loamy sand, and sandy loam and imposed to full (FI), deficit (DI), and partial root-…

Gas exchange was measured in potatoes (cv. Folva) grown in lysimeters (4.32m 2 ) in coarse
sand, loamy sand, and sandy loam and subjected to full (FI), deficit (DI), and partial root-…

This article compares techniques for approximating the transition densities of a diffusion
process. It considers Euler approximations, simulation-based methods, binomial approximations…

In this paper the performance of locally risk-minimizing delta hedge strategies for European
options in stochastic volatility models is studied from an experimental as well as from an …

The article investigates how sensitive different dynamic and static hedge strategies for
barrier options are to model risk. It is found that using plain‐vanilla options to hedge offers …

The problem of dynamic portfolio choice with transaction costs is often addressed by
constructing a Markov Chain approximation of the continuous time price processes. Using this …

Since its announcement made on September 6, 2011, the Swiss National Bank (SNB) has
been pursuing the goal of a minimum EUR/CHF exchange rate of 1.20, promising to intervene …

We extend the short rate model of Vasicek (1977) to include jumps in the local mean. Conditions
ensuring existence of a unique equivalent martingale measure are given, implying that …

We use a reflection result to give simple proofs of (well-known) valuation formulas and static
hedge portfolio constructions for zero-rebate single-barrier options in the Black–Scholes …