Lorenz Schneider

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We obtain the Maximum Entropy distribution for an asset from call and digital option prices. A rigorous mathematical proof of its existence and exponential form is given, which can also be applied to legitimize a formal derivation by Buchen and Kelly [4]. We give a simple and robust algorithm for our method and compare our results to theirs. Finally, we(More)
Colloidal particles with fluorescence read-out are commonly used as sensors for the quantitative determination of ions. Calcium, for example, is a biologically highly relevant ion in signaling, and thus knowledge of its spatio-temporal distribution inside cells would offer important experimental data. However, the use of particle-based intracellular sensors(More)
This paper examines emerging industries that exhibit positive network effects. We put forward a dynamic model in which two technologies compete to be the standard. The model provides a quantitative method for the valuation of firms. We use the model to examine the relationship between network effects, consumer heterogeneity, and prices. We show that the(More)
Graphene photo-detectors functionalized by colloidal quantum dots (cQDs) have been demonstrated to show effective photo-detection. Although the transfer of charge carriers or energy from the cQDs to graphene is not sufficiently understood, it is clear that the mechanism and efficiency of the transfer depends on the morphology of the interface between cQDs(More)
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