Die Dynamik von abgeleiteten Preisen Stochastische Differentialgleichungen.
of 28
/28
-
Author
emilia-bauer -
Category
Documents
-
view
214 -
download
0
Embed Size (px)
Transcript of Die Dynamik von abgeleiteten Preisen Stochastische Differentialgleichungen.
-
Die Dynamik von abgeleiteten PreisenStochastische Differentialgleichungen
-
bersichtEinfhrungGeometrische Beschreibung des Pfades von Stoschastischen DifferentialgleichungenLsungen von SDGsBedeutende Modelle von SDGsStochastische VolatilittZusammenfassung
-
Einfhrung (1)Stochastische Differentialgleichung (SDG):
-
Einfhrung (2)Verschiedene Marktteilnehmer knnen verschiedene Funktionen a(St,t) und (St,t)Abhngig von der Menge an InformationenZ.B.: Insider Informationen und Kenntnis aller zuflligen Ereignisse, die den Marktpreise beeinflussen (kein Diffusionsterm): dSt=a*(St,t)dtNormaler Marktteilnehmer: dSt=a(St,t)dt+(St,t)dWtWobei a*a
-
Einfhrung (3)Die Drift- und Diffusionsparameter hngen von St und t ab und sind daher selbst Zufallsvariablen.Sie sind aber Informationsadaptiert und werden daher beim Informationsstand It zum Zeitpunkt t fixiert.Sie mssen folgende Bedingungen einhalten:
-
Geometrische Beschreibung des Pfades von SDGs
-
Lsungen von SDGs (1)Die Lsung (St) ist selbst ein stochastischer Prozess
-
Lsungen von SDGs (2)Starke Lsung:Wt bekannt (Fehlerteil)hnlich wie bei normalen DifferentialgleichungenHngt ab von t und Wt (und von den Parametern)
-
Lsungen von SDGs (3)Schwache Lsung:=f(t,)Wobei und gleichzeitig bestimmt werdenGegeben sind nur die Drift- und Diffusionsparameter a(.) und (.) ist ein Wiener Prozessd und dW haben beide Erwartungswert 0 und eine Varianz von dtdt=a(t,t)dt+(t,t)dtSt ist It adaptiert, whrend t Ht adaptiert ist
-
Lsungen von SDGs (4)Verifikation
-
Lsungen von SDGs (5)VerifikationdSt=a*dt+*dWtSt=f(a, , S0, t, Wt)Wt und daher auch St sind stochastische ProzesseDaher ist St nicht ableitbarVerifikation aber mit Itos Lemma mglich
-
Lsungen von SDGs (6)Verifikation Black-Scholes
-
Lsungen von SDGs (7)Verifikation Black-ScholesStarke LsungEinsetzen in Itos Lemma zu Verifikation
-
Lsungen von SDGs (8)Verifikation Black-Scholes
-
Lsungen von SDGs (9)Wichtiges Beispiel
-
Lsungen von SDGs (10)Wichtiges BeispielLsung direkt mittels IntegralNtig ist die Dichtefunktion von WtEs existiert aber noch eine zweite Methode
-
Lsungen von SDGs (11)Wichtiges BeispielSubstituierenAnwenden von Itos LemmaIntegrieren fhrt zu einem einfachen IntegralDurch Rcksubstituieren erhalten wirDies fhrt zum folgenden Schluss: Der jetzige Wert einer Aktie entspricht dem abgezinsten Erwartungswert
-
Bedeutende Modelle von SDGs (1)Lineare SDG mit konstanten KoeffizientenFluktuiert rund um einen linearen TrendGeeignet fr bestimmte Aktien
-
Bedeutende Modelle von SDGs (2)Lineare SDG mit konstanten Koeffizienten
Diagramm1
100
99.9999752783
99.9994103465
99.9993188974
99.9997910408
99.9993675996
100.0001571003
99.9995312475
100.000166056
99.9996466305
99.9999615069
100.0001556527
99.9997447744
100.0000568088
100.0001464082
99.9994283081
100.0005791228
99.9998190259
99.9999348781
99.9994864525
99.9996610592
100.0000394356
100.0000320146
100.0000263606
99.9996346016
99.9998906893
99.9996908918
100.0000278133
100.0001142125
99.9999127823
100.0003262299
99.9998172272
100.000334597
100.0003877576
99.999930519
100.0002386741
100.0004352946
100.0003251754
100.0003248229
99.9996086089
99.9998093613
100.000299051
99.9998190817
100.0005488538
100.0003694765
100.0000014887
100.0003813528
100.0005416599
99.9998539237
100.0003627496
100.0005426227
100.0004530245
100.0000977135
100.0002268057
100.0006317054
100.0004642659
100.000350623
100.0006329062
100.0008940516
100.0003980876
100.0009433091
100.0004041959
100.0001458655
100.0008004215
100.0004160283
100.0006441334
100.0002430573
100.0005387002
99.9999758168
100.0004595437
100.0001409162
100.0001685531
100.0008185075
100.0005848682
100.0001772594
100.001056229
100.0004467901
100.0006324568
100.0009427885
100.0002128018
100.0010022138
100.0007444431
100.0008132658
100.0007219043
100.0002522201
100.0007522654
100.0006463989
100.0012473115
100.0011075218
100.0004231772
100.0015938975
100.000817853
100.000542668
100.0012968669
100.0004367819
100.0008362038
100.0004834767
100.0009708789
100.0008606906
100.0009125677
100.0007076467
100.0011868893
100.0010196436
100.0012533568
100.0010288156
100.0006605522
100.0007283013
100.000712335
100.0003004888
100.0012607843
100.0007819055
100.0009836586
100.0011490546
100.0013390131
100.0008519706
100.00120804
100.0007084205
100.0007997171
100.0012598992
100.0010415899
100.0010776967
100.0008164861
100.0003353549
100.0012594932
100.0013294339
100.0012979091
100.0014314201
100.0015634065
100.0007812655
100.0009791939
100.0020470265
100.0002747152
100.0010477542
100.0010449791
100.0013713984
100.0017104863
100.0010634973
100.0008765131
100.0012319129
100.0012399985
100.0015187781
100.0007718161
100.0012407365
100.001665856
100.0015566417
100.0020587579
100.0017851265
100.0014509763
100.0011731233
100.0007659398
100.0017695828
100.0012615357
100.0013378447
100.0009747695
100.0017585478
100.0012855956
100.0013477846
100.0015437414
100.0011776598
100.0015231866
100.0014487533
100.0013039013
100.0012926709
100.0013796964
100.0011609931
100.0022019508
100.0010861483
100.0018122594
100.0012790186
100.0008309971
100.0017839578
100.0021417338
100.001382451
100.0018032601
100.0016255459
100.0018793837
100.0013737653
100.0019321296
100.0020198409
100.0014940171
100.001865619
100.0015818936
100.0016789834
100.0017830721
100.0017589037
100.0013737012
100.0019055613
100.0017043043
100.0016263646
100.0015578313
100.0018743956
100.0016774933
100.0016625249
100.0020349883
100.0017680352
100.0014077912
100.0014620322
100.0019263692
100.0016222251
St
Time
St
Linear Constant Coefficient SDEs
Tabelle1
WtTimeSt
0.00598118960100
0.00482380070.00199.9999752783
-0.01434059410.00299.9994103465
-0.01772223190.00399.9993188974
-0.00231744930.00499.9997910408
-0.01676548890.00599.9993675996
0.00921786520.006100.0001571003
-0.01197722670.00799.9995312475
0.00884972450.008100.000166056
-0.00879779240.00999.9996466305
0.00136475360.0199.9999615069
0.00750294480.011100.0001556527
-0.00652632930.01299.9997447744
0.00354148140.013100.0000568088
0.00619479580.014100.0001464082
-0.01807520680.01599.9994283081
0.01995194910.016100.0005791228
-0.00571794770.01799.9998190259
-0.00218954030.01899.9999348781
-0.01747039280.01999.9994864525
-0.01198350220.0299.9996610592
0.00029571080.021100.0000394356
-0.00028499020.022100.0000320146
-0.000806790.023100.0000263606
-0.01419875840.02499.9996346016
-0.00599583250.02599.9998906893
-0.0129890850.02699.9996908918
-0.00209170140.027100.0000278133
0.00045494060.028100.0001142125
-0.00659273380.02999.9999127823
0.0068555210.03100.0003262299
-0.01044456890.03199.9998172272
0.00646775790.032100.000334597
0.00790644210.033100.0003877576
-0.00766817720.03499.999930519
0.00227032610.035100.0002386741
0.00849100840.036100.0004352946
0.00448703760.037100.0003251754
0.00414195260.038100.0003248229
-0.02006518120.03999.9996086089
-0.01370676730.0499.9998093613
0.00228288850.041100.000299051
-0.01404941940.04299.9998190817
0.00994298260.043100.0005488538
0.00363040730.044100.0003694765
-0.00896918660.045100.0000014887
0.00335961660.046100.0003813528
0.00836985240.047100.0005416599
-0.0148880190.04899.9998539237
0.00173951090.049100.0003627496
0.00740194540.05100.0005426227
0.00408200550.051100.0004530245
-0.00809502580.052100.0000977135
-0.00412528610.053100.0002268057
0.00903803540.054100.0006317054
0.00312338670.055100.0004642659
-0.00099804540.056100.000350623
0.00807806370.057100.0006329062
0.01644957590.058100.0008940516
-0.00041588920.059100.0003980876
0.01742482710.06100.0009433091
-0.0008789470.061100.0004041959
-0.00982329310.062100.0001458655
0.01166190490.063100.0008004215
-0.00148453410.064100.0004160283
0.00578563690.065100.0006441334
-0.00791690130.066100.0002430573
0.00160453060.067100.0005387002
-0.0174915840.06899.9999758168
-0.00170068690.069100.0004595437
-0.01265493670.07100.0001409162
-0.01206703930.071100.0001685531
0.00926477240.072100.0008185075
0.00114346220.073100.0005848682
-0.01277683170.074100.0001772594
0.01618882380.075100.001056229
-0.00445913880.076100.0004467901
0.00139641540.077100.0006324568
0.01140747370.078100.0009427885
-0.01325875020.079100.0002128018
0.01272164810.08100.0010022138
0.0037959580.081100.0007444431
0.00575671490.082100.0008132658
0.0023779990.083100.0007219043
-0.0136114750.084100.0002522201
0.00272336820.085100.0007522654
-0.00113884650.086100.0006463989
0.01855823940.087100.0012473115
0.01356524990.088100.0011075218
-0.00957957130.089100.0004231772
0.02911110640.09100.0015938975
0.00290962130.091100.000817853
-0.00659654230.092100.000542668
0.01821008480.093100.0012968669
-0.01079274630.094100.0004367819
0.00218798280.095100.0008362038
-0.00990291940.096100.0004834767
0.00601048670.097100.0009708789
0.0020042080.098100.0008606906
0.00340011180.099100.0009125677
-0.00376392110.1100.0007076467
0.01187750060.101100.0011868893
0.00596930930.102100.0010196436
0.01342641550.103100.0012533568
0.00560837630.104100.0010288156
-0.00700040350.105100.0006605522
-0.00507543520.106100.0007283013
-0.00594097860.107100.000712335
-0.0200025170.108100.0003004888
0.01167400110.109100.0012607843
-0.00462196110.11100.0007819055
0.00176980850.111100.0009836586
0.00694967640.112100.0011490546
0.01294829420.113100.0013390131
-0.00361978890.114100.0008519706
0.00791585530.115100.00120804
-0.00907145930.116100.0007084205
-0.00636157440.117100.0007997171
0.0086444970.118100.0012598992
0.00103418640.119100.0010415899
0.00190441370.12100.0010776967
-0.00713594090.121100.0008164861
-0.0235069820.122100.0003353549
0.00696429650.123100.0012594932
0.008962320.124100.0013294339
0.007578160.125100.0012979091
0.01169519240.126100.0014314201
0.01576140680.127100.0015634065
-0.01064329350.128100.0007812655
-0.00437901240.129100.0009791939
0.03088207450.13100.0020470265
-0.02852830220.131100.0002747152
-0.0030936690.132100.0010477542
-0.00351950580.133100.0010449791
0.0070278020.134100.0013713984
0.01799739950.135100.0017104863
-0.00390223250.136100.0010634973
-0.0104683750.137100.0008765131
0.00104495260.138100.0012319129
0.00098114010.139100.0012399985
0.00994045880.14100.0015187781
-0.01529160730.141100.0007718161
0.00000574120.142100.0012407365
0.01384305510.143100.001665856
0.00986924530.144100.0015566417
0.02627311910.145100.0020587579
0.01681873980.146100.0017851265
0.00534706710.147100.0014509763
-0.00424803370.148100.0011731233
-0.01815415090.149100.0007659398
0.01496728150.15100.0017695828
-0.00230095340.151100.0012615357
-0.00009065390.152100.0013378447
-0.01252649330.153100.0009747695
0.01326611710.154100.0017585478
-0.00283229160.155100.0012855956
-0.00109265560.156100.0013477846
0.00510590330.157100.0015437414
-0.00743015110.158100.0011776598
0.00375407580.159100.0015231866
0.00093963310.16100.0014487533
-0.00422210180.161100.0013039013
-0.00492977960.162100.0012926709
-0.00236226470.163100.0013796964
-0.00998570610.164100.0011609931
0.02437955120.165100.0022019508
-0.01314720070.166100.0010861483
0.01072316990.167100.0018122594
-0.00738485820.168100.0012790186
-0.02265223880.169100.0008309971
0.00877978440.17100.0017839578
0.02037231750.171100.0021417338
-0.00527044220.172100.001382451
0.00842319420.173100.0018032601
0.00216605260.174100.0016255459
0.01029397940.175100.0018793837
-0.00689329910.176100.0013737653
0.01138550940.177100.0019321296
0.01397588680.178100.0020198409
-0.00388490660.179100.0014940171
0.00816849020.18100.001865619
-0.00162235660.181100.0015818936
0.00128063680.182100.0016789834
0.00441692690.183100.0017830721
0.00327797810.184100.0017589037
-0.00989543880.185100.0013737012
0.00749989790.186100.0019055613
0.00045799880.187100.0017043043
-0.00247332540.188100.0016263646
-0.00509110120.189100.0015578313
0.00512770840.19100.0018743956
-0.00176903540.191100.0016774933
-0.0026013140.192100.0016625249
0.00948080010.193100.0020349883
0.0002490310.194100.0017680352
-0.01209243690.195100.0014077912
-0.01061773670.196100.0014620322
0.0045268280.197100.0019263692
-0.00594463930.198100.0016222251
Tabelle1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
St
Time
St
Linear Constant Coefficient SDEs
Tabelle2
Tabelle3
-
Bedeutende Modelle von SDGs (3)Geometrische SDGFluktuiert rund um einen exponentiellen TrendBesser geeignet fr Aktien als lineare SDGs
-
Bedeutende Modelle von SDGs (4)Geometrische SDG
Diagramm2
100
99.6699156549
100.3670049981
100.3753336137
99.8899789783
100.4716052145
100.4437642052
100.0169692098
100.5495609196
100.678431194
100.3662724573
100.2556490676
100.4466171217
100.8282706498
100.7714437446
100.8712031418
100.9550177155
100.7546112007
100.7034380436
100.7033118102
100.5841274949
100.352014053
100.5693910783
100.2026948311
99.9813136258
100.9890124687
101.4265549534
100.4777536279
100.5505527825
100.3258399224
101.0724179419
101.246095358
101.494899987
101.0793611598
101.4020437705
100.7714011328
100.800694803
100.9250412062
100.7977942032
100.6380982425
100.9764485539
101.2238098124
101.212611258
100.7131642223
101.3953981716
101.4064251383
101.0418149521
100.7733610147
101.1276204733
100.9815931353
101.3747095847
101.4759042849
101.4195478443
101.155359795
101.0604929635
101.0452128837
100.6800894083
101.0946701335
101.2216606827
100.6354348214
101.5139119415
100.993000288
101.2005102798
101.2994097676
101.2978251552
100.8996275
101.0326251772
101.1957726941
101.6559795789
100.7768770016
102.0107539219
101.4880143407
101.5562883529
101.3690528417
101.0338389087
100.8733789056
101.7716091608
101.7268955431
101.2811319134
101.353313116
101.1242945446
101.5385032987
101.628163919
101.8928548148
102.2204585863
101.6417373972
101.426053438
101.9149109369
101.6601292964
101.9659020019
101.7491371898
101.8592126514
101.4993721996
101.2473768707
101.2336928955
102.3744686994
101.6891216396
101.4075249881
101.8794760363
101.3475799198
101.6243656209
101.6351481797
101.8189209093
101.5000763389
101.7562361663
102.3627415041
102.0473986313
101.894313304
101.3181093027
101.9411757271
101.7302575851
102.0112322198
102.0355366834
102.0636565256
102.1538494426
102.1482855538
102.0912532939
101.7117656173
102.2092934012
102.2698062633
102.6253723185
101.8665050805
102.0530912984
101.7200851639
102.2866695748
102.2330252721
102.5906364011
102.2974711752
102.2429807164
102.371012007
102.0564487889
101.9123413391
102.1713716395
102.5010769341
101.8968025816
102.3274199156
101.8843609953
101.8034772274
102.3604969319
102.1741757294
102.6248623901
101.9908142166
102.5710375324
102.4671782715
102.4304244889
102.5948824349
102.1572871599
102.2771752261
102.1929748153
102.0990413874
102.2278688409
102.644598665
102.78753027
102.112851017
102.5867772626
102.6338769239
102.859869103
102.9841150964
102.3581463535
102.5300117762
102.9772076621
102.3089700827
102.6032324358
103.0367581657
102.6486227551
103.0737346124
102.9618116644
102.3317821017
102.7100488131
102.3511767845
103.0899693904
102.9922977633
102.6367344784
102.868447921
103.0829609126
102.6057897523
102.7966700105
102.7798708791
102.9351665597
102.8019106248
103.2113571413
102.8611897258
102.7030305544
102.8995574733
103.243083755
102.9917622055
103.4077027771
103.0092972378
103.9288596128
103.5450019561
103.5998394255
102.7351709775
103.064488542
102.8936902979
103.2880863679
103.0344271312
103.0079067525
102.4293156552
103.1318526184
St
Time
St
Geometric SDEs
Lineare
WtTimeSt
0.00598118960100
0.00482380070.00199.9999752783
-0.01434059410.00299.9994103465
-0.01772223190.00399.9993188974
-0.00231744930.00499.9997910408
-0.01676548890.00599.9993675996
0.00921786520.006100.0001571003
-0.01197722670.00799.9995312475
0.00884972450.008100.000166056
-0.00879779240.00999.9996466305
0.00136475360.0199.9999615069
0.00750294480.011100.0001556527
-0.00652632930.01299.9997447744
0.00354148140.013100.0000568088
0.00619479580.014100.0001464082
-0.01807520680.01599.9994283081
0.01995194910.016100.0005791228
-0.00571794770.01799.9998190259
-0.00218954030.01899.9999348781
-0.01747039280.01999.9994864525
-0.01198350220.0299.9996610592
0.00029571080.021100.0000394356
-0.00028499020.022100.0000320146
-0.000806790.023100.0000263606
-0.01419875840.02499.9996346016
-0.00599583250.02599.9998906893
-0.0129890850.02699.9996908918
-0.00209170140.027100.0000278133
0.00045494060.028100.0001142125
-0.00659273380.02999.9999127823
0.0068555210.03100.0003262299
-0.01044456890.03199.9998172272
0.00646775790.032100.000334597
0.00790644210.033100.0003877576
-0.00766817720.03499.999930519
0.00227032610.035100.0002386741
0.00849100840.036100.0004352946
0.00448703760.037100.0003251754
0.00414195260.038100.0003248229
-0.02006518120.03999.9996086089
-0.01370676730.0499.9998093613
0.00228288850.041100.000299051
-0.01404941940.04299.9998190817
0.00994298260.043100.0005488538
0.00363040730.044100.0003694765
-0.00896918660.045100.0000014887
0.00335961660.046100.0003813528
0.00836985240.047100.0005416599
-0.0148880190.04899.9998539237
0.00173951090.049100.0003627496
0.00740194540.05100.0005426227
0.00408200550.051100.0004530245
-0.00809502580.052100.0000977135
-0.00412528610.053100.0002268057
0.00903803540.054100.0006317054
0.00312338670.055100.0004642659
-0.00099804540.056100.000350623
0.00807806370.057100.0006329062
0.01644957590.058100.0008940516
-0.00041588920.059100.0003980876
0.01742482710.06100.0009433091
-0.0008789470.061100.0004041959
-0.00982329310.062100.0001458655
0.01166190490.063100.0008004215
-0.00148453410.064100.0004160283
0.00578563690.065100.0006441334
-0.00791690130.066100.0002430573
0.00160453060.067100.0005387002
-0.0174915840.06899.9999758168
-0.00170068690.069100.0004595437
-0.01265493670.07100.0001409162
-0.01206703930.071100.0001685531
0.00926477240.072100.0008185075
0.00114346220.073100.0005848682
-0.01277683170.074100.0001772594
0.01618882380.075100.001056229
-0.00445913880.076100.0004467901
0.00139641540.077100.0006324568
0.01140747370.078100.0009427885
-0.01325875020.079100.0002128018
0.01272164810.08100.0010022138
0.0037959580.081100.0007444431
0.00575671490.082100.0008132658
0.0023779990.083100.0007219043
-0.0136114750.084100.0002522201
0.00272336820.085100.0007522654
-0.00113884650.086100.0006463989
0.01855823940.087100.0012473115
0.01356524990.088100.0011075218
-0.00957957130.089100.0004231772
0.02911110640.09100.0015938975
0.00290962130.091100.000817853
-0.00659654230.092100.000542668
0.01821008480.093100.0012968669
-0.01079274630.094100.0004367819
0.00218798280.095100.0008362038
-0.00990291940.096100.0004834767
0.00601048670.097100.0009708789
0.0020042080.098100.0008606906
0.00340011180.099100.0009125677
-0.00376392110.1100.0007076467
0.01187750060.101100.0011868893
0.00596930930.102100.0010196436
0.01342641550.103100.0012533568
0.00560837630.104100.0010288156
-0.00700040350.105100.0006605522
-0.00507543520.106100.0007283013
-0.00594097860.107100.000712335
-0.0200025170.108100.0003004888
0.01167400110.109100.0012607843
-0.00462196110.11100.0007819055
0.00176980850.111100.0009836586
0.00694967640.112100.0011490546
0.01294829420.113100.0013390131
-0.00361978890.114100.0008519706
0.00791585530.115100.00120804
-0.00907145930.116100.0007084205
-0.00636157440.117100.0007997171
0.0086444970.118100.0012598992
0.00103418640.119100.0010415899
0.00190441370.12100.0010776967
-0.00713594090.121100.0008164861
-0.0235069820.122100.0003353549
0.00696429650.123100.0012594932
0.008962320.124100.0013294339
0.007578160.125100.0012979091
0.01169519240.126100.0014314201
0.01576140680.127100.0015634065
-0.01064329350.128100.0007812655
-0.00437901240.129100.0009791939
0.03088207450.13100.0020470265
-0.02852830220.131100.0002747152
-0.0030936690.132100.0010477542
-0.00351950580.133100.0010449791
0.0070278020.134100.0013713984
0.01799739950.135100.0017104863
-0.00390223250.136100.0010634973
-0.0104683750.137100.0008765131
0.00104495260.138100.0012319129
0.00098114010.139100.0012399985
0.00994045880.14100.0015187781
-0.01529160730.141100.0007718161
0.00000574120.142100.0012407365
0.01384305510.143100.001665856
0.00986924530.144100.0015566417
0.02627311910.145100.0020587579
0.01681873980.146100.0017851265
0.00534706710.147100.0014509763
-0.00424803370.148100.0011731233
-0.01815415090.149100.0007659398
0.01496728150.15100.0017695828
-0.00230095340.151100.0012615357
-0.00009065390.152100.0013378447
-0.01252649330.153100.0009747695
0.01326611710.154100.0017585478
-0.00283229160.155100.0012855956
-0.00109265560.156100.0013477846
0.00510590330.157100.0015437414
-0.00743015110.158100.0011776598
0.00375407580.159100.0015231866
0.00093963310.16100.0014487533
-0.00422210180.161100.0013039013
-0.00492977960.162100.0012926709
-0.00236226470.163100.0013796964
-0.00998570610.164100.0011609931
0.02437955120.165100.0022019508
-0.01314720070.166100.0010861483
0.01072316990.167100.0018122594
-0.00738485820.168100.0012790186
-0.02265223880.169100.0008309971
0.00877978440.17100.0017839578
0.02037231750.171100.0021417338
-0.00527044220.172100.001382451
0.00842319420.173100.0018032601
0.00216605260.174100.0016255459
0.01029397940.175100.0018793837
-0.00689329910.176100.0013737653
0.01138550940.177100.0019321296
0.01397588680.178100.0020198409
-0.00388490660.179100.0014940171
0.00816849020.18100.001865619
-0.00162235660.181100.0015818936
0.00128063680.182100.0016789834
0.00441692690.183100.0017830721
0.00327797810.184100.0017589037
-0.00989543880.185100.0013737012
0.00749989790.186100.0019055613
0.00045799880.187100.0017043043
-0.00247332540.188100.0016263646
-0.00509110120.189100.0015578313
0.00512770840.19100.0018743956
-0.00176903540.191100.0016774933
-0.0026013140.192100.0016625249
0.00948080010.193100.0020349883
0.0002490310.194100.0017680352
-0.01209243690.195100.0014077912
-0.01061773670.196100.0014620322
0.0045268280.197100.0019263692
-0.00594463930.198100.0016222251
Lineare
100
99.9999752783
99.9994103465
99.9993188974
99.9997910408
99.9993675996
100.0001571003
99.9995312475
100.000166056
99.9996466305
99.9999615069
100.0001556527
99.9997447744
100.0000568088
100.0001464082
99.9994283081
100.0005791228
99.9998190259
99.9999348781
99.9994864525
99.9996610592
100.0000394356
100.0000320146
100.0000263606
99.9996346016
99.9998906893
99.9996908918
100.0000278133
100.0001142125
99.9999127823
100.0003262299
99.9998172272
100.000334597
100.0003877576
99.999930519
100.0002386741
100.0004352946
100.0003251754
100.0003248229
99.9996086089
99.9998093613
100.000299051
99.9998190817
100.0005488538
100.0003694765
100.0000014887
100.0003813528
100.0005416599
99.9998539237
100.0003627496
100.0005426227
100.0004530245
100.0000977135
100.0002268057
100.0006317054
100.0004642659
100.000350623
100.0006329062
100.0008940516
100.0003980876
100.0009433091
100.0004041959
100.0001458655
100.0008004215
100.0004160283
100.0006441334
100.0002430573
100.0005387002
99.9999758168
100.0004595437
100.0001409162
100.0001685531
100.0008185075
100.0005848682
100.0001772594
100.001056229
100.0004467901
100.0006324568
100.0009427885
100.0002128018
100.0010022138
100.0007444431
100.0008132658
100.0007219043
100.0002522201
100.0007522654
100.0006463989
100.0012473115
100.0011075218
100.0004231772
100.0015938975
100.000817853
100.000542668
100.0012968669
100.0004367819
100.0008362038
100.0004834767
100.0009708789
100.0008606906
100.0009125677
100.0007076467
100.0011868893
100.0010196436
100.0012533568
100.0010288156
100.0006605522
100.0007283013
100.000712335
100.0003004888
100.0012607843
100.0007819055
100.0009836586
100.0011490546
100.0013390131
100.0008519706
100.00120804
100.0007084205
100.0007997171
100.0012598992
100.0010415899
100.0010776967
100.0008164861
100.0003353549
100.0012594932
100.0013294339
100.0012979091
100.0014314201
100.0015634065
100.0007812655
100.0009791939
100.0020470265
100.0002747152
100.0010477542
100.0010449791
100.0013713984
100.0017104863
100.0010634973
100.0008765131
100.0012319129
100.0012399985
100.0015187781
100.0007718161
100.0012407365
100.001665856
100.0015566417
100.0020587579
100.0017851265
100.0014509763
100.0011731233
100.0007659398
100.0017695828
100.0012615357
100.0013378447
100.0009747695
100.0017585478
100.0012855956
100.0013477846
100.0015437414
100.0011776598
100.0015231866
100.0014487533
100.0013039013
100.0012926709
100.0013796964
100.0011609931
100.0022019508
100.0010861483
100.0018122594
100.0012790186
100.0008309971
100.0017839578
100.0021417338
100.001382451
100.0018032601
100.0016255459
100.0018793837
100.0013737653
100.0019321296
100.0020198409
100.0014940171
100.001865619
100.0015818936
100.0016789834
100.0017830721
100.0017589037
100.0013737012
100.0019055613
100.0017043043
100.0016263646
100.0015578313
100.0018743956
100.0016774933
100.0016625249
100.0020349883
100.0017680352
100.0014077912
100.0014620322
100.0019263692
100.0016222251
St
Time
St
Linear Constant Coefficient SDEs
Geometrische
WthtSt
-0.01129094470100
-0.02279375620.00199.6699156549
0.00001950870.002100.3670049981
-0.0002038860.003100.3753336137
-0.01682187760.00499.8899789783
0.00208701750.005100.4716052145
0.000663340.006100.4437642052
-0.01400030670.007100.0169692098
0.00324973830.008100.5495609196
0.00702193570.009100.678431194
-0.00381323840.01100.3662724573
-0.00798722790.011100.2556490676
-0.00213785820.012100.4466171217
0.0100273610.013100.8282706498
0.00764869130.014100.7714437446
0.0104485480.015100.8712031418
0.01271823750.016100.9550177155
0.00560121410.017100.7546112007
0.00340821770.018100.7034380436
0.00290403930.019100.7033118102
-0.00154102510.02100.5841274949
-0.00973320770.021100.352014053
-0.00301272390.022100.5693910783
-0.01566672840.023100.2026948311
-0.02353117450.02499.9813136258
0.00956506480.025100.9890124687
0.0235069820.026101.4265549534
-0.00817490220.027100.4777536279
-0.00625980190.028100.5505527825
-0.01420921760.029100.3258399224
0.01009589140.03101.0724179419
0.01532371240.031101.246095358
0.02301512720.032101.494899987
0.00886784620.033101.0793611598
0.01900907590.034101.4020437705
-0.00222169090.035100.7714011328
-0.001752710.036100.800694803
0.00185924590.037100.9250412062
-0.00284344420.038100.7977942032
-0.00862451090.039100.6380982425
0.00208232220.04100.9764485539
0.00974796420.041101.2238098124
0.00887919210.042101.212611258
-0.00806958270.043100.7131642223
0.01401051580.044101.3953981716
0.01387302290.045101.4064251383
0.00138791170.046101.0418149521
-0.00796828770.047100.7733610147
0.00324973830.048101.1276204733
-0.00206356390.049100.9815931353
0.01041294130.05101.3747095847
0.01324035570.051101.4759042849
0.010889130.052101.4195478443
0.00170612110.053101.155359795
-0.00191998880.054101.0604929635
-0.002923980.055101.0452128837
-0.01546886780.056100.6800894083
-0.00224285940.057101.0946701335
0.00144432310.058101.2216606827
-0.01836069710.059100.6354348214
0.01023697680.06101.5139119415
-0.00736779380.061100.993000288
-0.00101880460.062101.2005102798
0.00173873790.063101.2994097676
0.0011865950.064101.2978251552
-0.01241660360.065100.8996275
-0.00852287490.066101.0326251772
-0.00364020710.067101.1957726941
0.01101875570.068101.6559795789
-0.01830730980.069100.7768770016
0.02200486050.07102.0107539219
0.00442366850.071101.4880143407
0.00616610120.072101.5562883529
-0.00047944010.073101.3690528417
-0.01200232870.074101.0338389087
-0.01779626470.075100.8733789056
0.01138550940.076101.7716091608
0.00942100090.077101.7268955431
-0.0056855470.078101.2811319134
-0.00380994150.079101.353313116
-0.01184196210.08101.1242945446
0.00131149140.081101.5385032987
0.00375489440.082101.628163919
0.01193657230.083101.8928548148
0.02215383570.084102.2204585863
0.0027821670.085101.6417373972
-0.00479117260.086101.426053438
0.01077496560.087101.9149109369
0.00194181670.088101.6601292964
0.0114677960.089101.9659020019
0.00388160970.09101.7491371898
0.0069877160.091101.8592126514
-0.00528802960.092101.4993721996
-0.01406378940.093101.2473768707
-0.01501430230.094101.2336928955
0.02204815250.095102.3744686994
-0.00076688590.096101.6891216396
-0.01049752430.097101.4075249881
0.00451582310.098101.8794760363
-0.01338696620.099101.3475799198
-0.00478345330.1101.6243656209
-0.00492977960.101101.6351481797
0.00059742430.102101.8189209093
-0.01034086380.103101.5000763389
-0.00242839630.104101.7562361663
0.01693952070.105102.3627415041
0.00617071690.106102.0473986313
0.00067025210.107101.894313304
-0.0186794750.108101.3181093027
0.00131921070.109101.9411757271
-0.00607751640.11101.7302575851
0.00262900810.111102.0112322198
0.00292318420.112102.0355366834
0.00334181320.113102.0636565256
0.00578745580.114102.1538494426
0.00510590330.115102.1482855538
0.00274480950.116102.0912532939
-0.01014566350.117101.7117656173
0.00565948990.118102.2092934012
0.0071329850.119102.2698062633
0.01822213560.12102.6253723185
-0.00692632510.121101.8665050805
-0.00132074550.122102.0530912984
-0.01269763740.123101.7200851639
0.00536914510.124102.2866695748
0.00312097650.125102.2330252721
0.01428097680.126102.5906364011
0.00425557120.127102.2974711752
0.00198001540.128102.2429807164
0.00565410120.129102.371012007
-0.00508848640.13102.0564487889
-0.01029527540.131101.9123413391
-0.00232295180.132102.1713716395
0.00793365870.133102.5010769341
-0.01221733330.134101.8968025816
0.00136938070.135102.3274199156
-0.013563340.136101.8843609953
-0.01670960050.137101.8034772274
0.00102879770.138102.3604969319
-0.00553868630.139102.1741757294
0.00866452870.14102.6248623901
-0.01242983670.141101.9908142166
0.00603341730.142102.5710375324
0.00215821960.143102.4671782715
0.00046259170.144102.4304244889
0.00531445040.145102.5948824349
-0.00940312930.146102.1572871599
-0.00599125090.147102.2771752261
-0.00923544120.148102.1929748153
-0.01279936440.149102.0990413874
-0.00909340090.15102.2278688409
0.00399486450.151102.644598665
0.00813649880.152102.78753027
-0.01424291440.153102.112851017
0.00072775490.154102.5867772626
0.00175815560.155102.6338769239
0.00859790820.156102.859869103
0.0121242920.157102.9841150964
-0.00863672080.158102.3581463535
-0.00353985570.159102.5300117762
0.0104988430.16102.9772076621
-0.01163175510.161102.3089700827
-0.00254437960.162102.6032324358
0.01103983320.163103.0367581657
-0.00201670220.164102.6486227551
0.01128805710.165103.0737346124
0.00716854630.166102.9618116644
-0.01372832230.167102.3317821017
-0.00190674430.168102.7100488131
-0.01405351210.169102.3511767845
0.00950719820.17103.0899693904
0.00584906270.171102.9922977633
-0.00615870020.172102.6367344784
0.00086665750.173102.868447921
0.00731770340.174103.0829609126
-0.00861230090.175102.6057897523
-0.0029112130.176102.7966700105
-0.00395594950.177102.7798708791
0.00058056460.178102.9351665597
-0.00423464140.179102.8019106248
0.00854158770.18103.2113571413
-0.00326748480.181102.8611897258
-0.00889281180.182102.7030305544
-0.00301432690.183102.8995574733
0.00761388040.184103.243083755
-0.00100035320.185102.9917622055
0.01196158340.186103.4077027771
-0.00138096540.187103.0092972378
0.02787564880.188103.9288596128
0.01506409720.189103.5450019561
0.01632943170.19103.5998394255
-0.01199134660.191102.7351709775
-0.00180634740.192103.064488542
-0.00783034010.193102.8936902979
0.00444647410.194103.2880863679
-0.00423966640.195103.0344271312
-0.00559764430.196103.0079067525
-0.0248208380.197102.4293156552
-0.00245834140.198103.1318526184
Geometrische
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
St
Time
St
Geometric SDEs
Tabelle3
-
Bedeutende Modelle von SDGs (5)Quadratwurzel-ProzesseVarianz des Fehlerteils ist jetzt proportional zu Sk (anstatt zu Sk^2)Fr langweiligere Aktien (Blue Chips, ...)
-
Bedeutende Modelle von SDGs (6)Quadratwurzel-Prozesse
Diagramm3
100
100.0203634494
100.051793787
100.0655872709
100.0837970326
100.087771741
100.1110821824
100.1515937605
100.105194759
100.1765806664
100.1700602788
100.2077357519
100.2055337382
100.1946050885
100.1884733219
100.2530704984
100.2101139307
100.2918947708
100.2715562286
100.2880142153
100.2869125602
100.294620618
100.2935850021
100.366778536
100.3624109924
100.3863795958
100.3799197267
100.4394871596
100.4403451017
100.435902894
100.4839806094
100.4846450848
100.4986684651
100.5199990529
100.4808881674
100.5246958955
100.5629750918
100.5447616424
100.6178791705
100.6351767678
100.6024143208
100.6593595538
100.6282404744
100.6526847176
100.6605944135
100.6836214541
100.6855667731
100.6709981316
100.7345367742
100.7872385714
100.7741522492
100.7713255325
100.8212381735
100.7980895423
100.8121613173
100.8137054256
100.8473992155
100.8723799864
100.8517189719
100.9404127127
100.9071726206
100.8813387026
100.932139227
100.9430644971
100.9398708463
100.965440327
100.9800448376
100.9895377967
101.054987002
101.0491700409
101.0762680219
101.0793531853
101.0493664947
101.1204542812
101.0905917835
101.146103536
101.1233682481
101.1458449133
101.1927609316
101.2223927576
101.209312946
101.1709242406
101.2059584434
101.2465057986
101.3044653756
101.2921855355
101.3489369743
101.3230592389
101.3037915024
101.4118107996
101.3155798098
101.4454453665
101.4150099963
101.400080613
101.449532601
101.4408953804
101.4516986278
101.5021354417
101.4127425576
101.5036636251
101.5519864605
101.5806395238
101.547042565
101.5660426853
101.5297206531
101.6400172566
101.5708708303
101.5998989262
101.6326860964
101.6765143566
101.6983614311
101.7125152876
101.6716298372
101.670537041
101.7041959724
101.7718894459
101.7457543876
101.7785663942
101.8526364062
101.8460419811
101.8470835669
101.7943060711
101.8127828424
101.8844423172
101.8896377111
101.8843291204
101.8732895302
101.8855894034
101.9809842545
101.9646593181
101.9762152008
101.9804720944
101.9867020345
102.0578571614
102.0335698654
102.0747918366
102.0280901439
102.0986744719
102.0976920518
102.1375514807
102.1675896027
102.0903700686
102.1490187206
102.1412383073
102.1523775442
102.1833639502
102.2284604216
102.1977689261
102.2697569837
102.2339433106
102.2828740076
102.3106997179
102.3193723698
102.3291598843
102.352932391
102.3458540674
102.3701501857
102.4122878502
102.3603682166
102.3745939185
102.4621827136
102.4695910198
102.5312376414
102.4615667235
102.5081548692
102.5127158079
102.5197438028
102.5059087205
102.5921842971
102.5520733173
102.6077950418
102.5942714867
102.6470850726
102.6586528044
102.637686252
102.6860292284
102.6826738035
102.6254209427
102.6838645801
102.6707501576
102.6872758565
102.8043960985
102.7433885754
102.7673928428
102.8169463041
102.7972564967
102.8025193819
102.8657440688
102.8445291573
102.8705692886
102.8648318569
102.9114540403
102.9224879344
103.0071213341
102.9886391223
102.9522477122
102.9558447637
103.0248504333
103.0417924249
St
Time
St
Square Root Process
Lineare
WtTimeSt
0.00598118960100
0.00482380070.00199.9999752783
-0.01434059410.00299.9994103465
-0.01772223190.00399.9993188974
-0.00231744930.00499.9997910408
-0.01676548890.00599.9993675996
0.00921786520.006100.0001571003
-0.01197722670.00799.9995312475
0.00884972450.008100.000166056
-0.00879779240.00999.9996466305
0.00136475360.0199.9999615069
0.00750294480.011100.0001556527
-0.00652632930.01299.9997447744
0.00354148140.013100.0000568088
0.00619479580.014100.0001464082
-0.01807520680.01599.9994283081
0.01995194910.016100.0005791228
-0.00571794770.01799.9998190259
-0.00218954030.01899.9999348781
-0.01747039280.01999.9994864525
-0.01198350220.0299.9996610592
0.00029571080.021100.0000394356
-0.00028499020.022100.0000320146
-0.000806790.023100.0000263606
-0.01419875840.02499.9996346016
-0.00599583250.02599.9998906893
-0.0129890850.02699.9996908918
-0.00209170140.027100.0000278133
0.00045494060.028100.0001142125
-0.00659273380.02999.9999127823
0.0068555210.03100.0003262299
-0.01044456890.03199.9998172272
0.00646775790.032100.000334597
0.00790644210.033100.0003877576
-0.00766817720.03499.999930519
0.00227032610.035100.0002386741
0.00849100840.036100.0004352946
0.00448703760.037100.0003251754
0.00414195260.038100.0003248229
-0.02006518120.03999.9996086089
-0.01370676730.0499.9998093613
0.00228288850.041100.000299051
-0.01404941940.04299.9998190817
0.00994298260.043100.0005488538
0.00363040730.044100.0003694765
-0.00896918660.045100.0000014887
0.00335961660.046100.0003813528
0.00836985240.047100.0005416599
-0.0148880190.04899.9998539237
0.00173951090.049100.0003627496
0.00740194540.05100.0005426227
0.00408200550.051100.0004530245
-0.00809502580.052100.0000977135
-0.00412528610.053100.0002268057
0.00903803540.054100.0006317054
0.00312338670.055100.0004642659
-0.00099804540.056100.000350623
0.00807806370.057100.0006329062
0.01644957590.058100.0008940516
-0.00041588920.059100.0003980876
0.01742482710.06100.0009433091
-0.0008789470.061100.0004041959
-0.00982329310.062100.0001458655
0.01166190490.063100.0008004215
-0.00148453410.064100.0004160283
0.00578563690.065100.0006441334
-0.00791690130.066100.0002430573
0.00160453060.067100.0005387002
-0.0174915840.06899.9999758168
-0.00170068690.069100.0004595437
-0.01265493670.07100.0001409162
-0.01206703930.071100.0001685531
0.00926477240.072100.0008185075
0.00114346220.073100.0005848682
-0.01277683170.074100.0001772594
0.01618882380.075100.001056229
-0.00445913880.076100.0004467901
0.00139641540.077100.0006324568
0.01140747370.078100.0009427885
-0.01325875020.079100.0002128018
0.01272164810.08100.0010022138
0.0037959580.081100.0007444431
0.00575671490.082100.0008132658
0.0023779990.083100.0007219043
-0.0136114750.084100.0002522201
0.00272336820.085100.0007522654
-0.00113884650.086100.0006463989
0.01855823940.087100.0012473115
0.01356524990.088100.0011075218
-0.00957957130.089100.0004231772
0.02911110640.09100.0015938975
0.00290962130.091100.000817853
-0.00659654230.092100.000542668
0.01821008480.093100.0012968669
-0.01079274630.094100.0004367819
0.00218798280.095100.0008362038
-0.00990291940.096100.0004834767
0.00601048670.097100.0009708789
0.0020042080.098100.0008606906
0.00340011180.099100.0009125677
-0.00376392110.1100.0007076467
0.01187750060.101100.0011868893
0.00596930930.102100.0010196436
0.01342641550.103100.0012533568
0.00560837630.104100.0010288156
-0.00700040350.105100.0006605522
-0.00507543520.106100.0007283013
-0.00594097860.107100.000712335
-0.0200025170.108100.0003004888
0.01167400110.109100.0012607843
-0.00462196110.11100.0007819055
0.00176980850.111100.0009836586
0.00694967640.112100.0011490546
0.01294829420.113100.0013390131
-0.00361978890.114100.0008519706
0.00791585530.115100.00120804
-0.00907145930.116100.0007084205
-0.00636157440.117100.0007997171
0.0086444970.118100.0012598992
0.00103418640.119100.0010415899
0.00190441370.12100.0010776967
-0.00713594090.121100.0008164861
-0.0235069820.122100.0003353549
0.00696429650.123100.0012594932
0.008962320.124100.0013294339
0.007578160.125100.0012979091
0.01169519240.126100.0014314201
0.01576140680.127100.0015634065
-0.01064329350.128100.0007812655
-0.00437901240.129100.0009791939
0.03088207450.13100.0020470265
-0.02852830220.131100.0002747152
-0.0030936690.132100.0010477542
-0.00351950580.133100.0010449791
0.0070278020.134100.0013713984
0.01799739950.135100.0017104863
-0.00390223250.136100.0010634973
-0.0104683750.137100.0008765131
0.00104495260.138100.0012319129
0.00098114010.139100.0012399985
0.00994045880.14100.0015187781
-0.01529160730.141100.0007718161
0.00000574120.142100.0012407365
0.01384305510.143100.001665856
0.00986924530.144100.0015566417
0.02627311910.145100.0020587579
0.01681873980.146100.0017851265
0.00534706710.147100.0014509763
-0.00424803370.148100.0011731233
-0.01815415090.149100.0007659398
0.01496728150.15100.0017695828
-0.00230095340.151100.0012615357
-0.00009065390.152100.0013378447
-0.01252649330.153100.0009747695
0.01326611710.154100.0017585478
-0.00283229160.155100.0012855956
-0.00109265560.156100.0013477846
0.00510590330.157100.0015437414
-0.00743015110.158100.0011776598
0.00375407580.159100.0015231866
0.00093963310.16100.0014487533
-0.00422210180.161100.0013039013
-0.00492977960.162100.0012926709
-0.00236226470.163100.0013796964
-0.00998570610.164100.0011609931
0.02437955120.165100.0022019508
-0.01314720070.166100.0010861483
0.01072316990.167100.0018122594
-0.00738485820.168100.0012790186
-0.02265223880.169100.0008309971
0.00877978440.17100.0017839578
0.02037231750.171100.0021417338
-0.00527044220.172100.001382451
0.00842319420.173100.0018032601
0.00216605260.174100.0016255459
0.01029397940.175100.0018793837
-0.00689329910.176100.0013737653
0.01138550940.177100.0019321296
0.01397588680.178100.0020198409
-0.00388490660.179100.0014940171
0.00816849020.18100.001865619
-0.00162235660.181100.0015818936
0.00128063680.182100.0016789834
0.00441692690.183100.0017830721
0.00327797810.184100.0017589037
-0.00989543880.185100.0013737012
0.00749989790.186100.0019055613
0.00045799880.187100.0017043043
-0.00247332540.188100.0016263646
-0.00509110120.189100.0015578313
0.00512770840.19100.0018743956
-0.00176903540.191100.0016774933
-0.0026013140.192100.0016625249
0.00948080010.193100.0020349883
0.0002490310.194100.0017680352
-0.01209243690.195100.0014077912
-0.01061773670.196100.0014620322
0.0045268280.197100.0019263692
-0.00594463930.198100.0016222251
Lineare
100
99.9999752783
99.9994103465
99.9993188974
99.9997910408
99.9993675996
100.0001571003
99.9995312475
100.000166056
99.9996466305
99.9999615069
100.0001556527
99.9997447744
100.0000568088
100.0001464082
99.9994283081
100.0005791228
99.9998190259
99.9999348781
99.9994864525
99.9996610592
100.0000394356
100.0000320146
100.0000263606
99.9996346016
99.9998906893
99.9996908918
100.0000278133
100.0001142125
99.9999127823
100.0003262299
99.9998172272
100.000334597
100.0003877576
99.999930519
100.0002386741
100.0004352946
100.0003251754
100.0003248229
99.9996086089
99.9998093613
100.000299051
99.9998190817
100.0005488538
100.0003694765
100.0000014887
100.0003813528
100.0005416599
99.9998539237
100.0003627496
100.0005426227
100.0004530245
100.0000977135
100.0002268057
100.0006317054
100.0004642659
100.000350623
100.0006329062
100.0008940516
100.0003980876
100.0009433091
100.0004041959
100.0001458655
100.0008004215
100.0004160283
100.0006441334
100.0002430573
100.0005387002
99.9999758168
100.0004595437
100.0001409162
100.0001685531
100.0008185075
100.0005848682
100.0001772594
100.001056229
100.0004467901
100.0006324568
100.0009427885
100.0002128018
100.0010022138
100.0007444431
100.0008132658
100.0007219043
100.0002522201
100.0007522654
100.0006463989
100.0012473115
100.0011075218
100.0004231772
100.0015938975
100.000817853
100.000542668
100.0012968669
100.0004367819
100.0008362038
100.0004834767
100.0009708789
100.0008606906
100.0009125677
100.0007076467
100.0011868893
100.0010196436
100.0012533568
100.0010288156
100.0006605522
100.0007283013
100.000712335
100.0003004888
100.0012607843
100.0007819055
100.0009836586
100.0011490546
100.0013390131
100.0008519706
100.00120804
100.0007084205
100.0007997171
100.0012598992
100.0010415899
100.0010776967
100.0008164861
100.0003353549
100.0012594932
100.0013294339
100.0012979091
100.0014314201
100.0015634065
100.0007812655
100.0009791939
100.0020470265
100.0002747152
100.0010477542
100.0010449791
100.0013713984
100.0017104863
100.0010634973
100.0008765131
100.0012319129
100.0012399985
100.0015187781
100.0007718161
100.0012407365
100.001665856
100.0015566417
100.0020587579
100.0017851265
100.0014509763
100.0011731233
100.0007659398
100.0017695828
100.0012615357
100.0013378447
100.0009747695
100.0017585478
100.0012855956
100.0013477846
100.0015437414
100.0011776598
100.0015231866
100.0014487533
100.0013039013
100.0012926709
100.0013796964
100.0011609931
100.0022019508
100.0010861483
100.0018122594
100.0012790186
100.0008309971
100.0017839578
100.0021417338
100.001382451
100.0018032601
100.0016255459
100.0018793837
100.0013737653
100.0019321296
100.0020198409
100.0014940171
100.001865619
100.0015818936
100.0016789834
100.0017830721
100.0017589037
100.0013737012
100.0019055613
100.0017043043
100.0016263646
100.0015578313
100.0018743956
100.0016774933
100.0016625249
100.0020349883
100.0017680352
100.0014077912
100.0014620322
100.0019263692
100.0016222251
St
Time
St
Linear Constant Coefficient SDEs
Geometrische
WthtSt
-0.0010549570100
-0.00392618630.00199.928863121
-0.00551640370.00299.896179866
-0.0014829880.003100.0320411401
-0.0124364760.00499.7183360155
-0.01379930840.00599.692523954
0.00684101450.006100.3247835974
0.01154492110.007100.4814078383
0.00925185760.008100.4273569744
-0.00208310670.009100.1009189274
0.00484874360.01100.3240994406
-0.0106581410.01199.8724337837
-0.00796198950.01299.9681960145
-0.00023601390.013100.2148967966
-0.00621149640.014100.0502793223
-0.00256018210.015100.174881368
-0.00683520510.016100.0614326236
0.00221227760.017100.3480330646
0.00169836770.018100.3476143128
-0.01005776080.019100.0087566199
0.00527659270.02100.4838288222
0.01431071720.021100.7712364242
0.00877416820.022100.6189746433
0.00356674260.023100.4768777421
0.00637094220.024100.5764764381
-0.01879452610.02599.8322466711
0.01003240870.026100.7105788076
-0.0004296680.027100.409592854
-0.00242918080.028100.3644232151
-0.0028163640.029100.3678200511
0.01044193140.03100.7820870873
0.0058073510.031100.6570795958
-0.00461004670.032100.3576027063
-0.00051161350.033100.496049027
0.01071093720.034100.8494700363
-0.00189972980.035100.4830637317
-0.00345285120.036100.4513174733
0.01204016370.037100.9332732976
-0.02364249670.03899.8679429749
0.01653302210.039101.0865970905
0.0021229880.04100.6647616881
0.00322716010.041100.713206767
-0.0077567620.042100.3964459446
-0.01067842280.043100.3235081039
-0.00894976890.044100.3905840155
-0.00350648860.045100.56957883
-0.0094712050.046100.4047035631
-0.00128757160.047100.6662668521
0.00926829670.048101.0001527504
0.00350974010.049100.8408182428
-0.00747661490.05100.5235824591
-0.00443042150.051100.6305252768
0.02843953550.052101.6379361692
0.00850748170.053101.0454260138
-0.00649229150.054100.6058852871
0.01122175490.055101.1556173661
0.00997940790.056101.1330895946
0.00834708090.057101.0987348767
0.0163818640.058101.3575916104
-0.0248208380.059100.1199332548
-0.01530393090.06100.4208008755
-0.00187480960.061100.8404329298
0.00234967960.062100.9833587908
-0.00606280540.063100.7436499994
-0.00382640340.064100.8263525369
-0.00567115420.065100.7856766402
0.01322016490.066101.3719868047
-0.00106880410.067100.9526422515
0.02464166760.068101.7464471608
-0.0196425390.069100.4099809242
0.01351932040.07101.423976922
-0.01220928430.071100.6563412967
-0.02205688360.072100.3740727513
-0.01558119040.073100.5841263731
-0.00268369150.074100.9883990895
-0.006069240.075100.9009770109
0.00251357050.076101.1759163485
-0.00199640910.077101.0542023406
0.0233521860.078101.8378350868
-0.00399237480.079101.0176975016
-0.01302651070.08100.7590678731
0.01202122350.081101.5313176384
-0.00204872780.082101.1179851292
0.00062425440.083101.214238799
-0.00348371710.084101.1046853704
-0.01690750650.085100.712688673
0.01265493670.086101.6209895166
0.00459049260.087101.3903776299
0.00701508040.088101.4793351489
-0.00062271970.089101.2620333869
-0.00617906150.09101.108428749
-0.01429796160.091100.8773282454
0.00096422350.092101.3543423819
0.00378363440.093101.4552733927
0.01145158420.094101.7038778677
0.01391922520.095101.7944240478
0.01774433260.096101.926505591
0.00705820180.097101.6150345776
0.0052853920.098101.5762335937
0.02831075110.099102.2931188033
0.01110479390.1101.7804474642
-0.01149146560.101101.1057573122
0.00988045490.102101.7691704353
-0.00062884740.103101.46357892
-0.02493907230.104100.7388177287
-0.00575762440.105101.3336234664
0.00721709060.106101.743255975
-0.01166492890.107101.1821820203
0.01485332180.108102.0023116885
-0.00040057560.109101.5508321978
0.00034546020.11101.5887929885
0.01792450350.111102.1397814443
0.00491941140.112101.7566012317
0.0057657530.113101.7977009772
-0.00725883640.114101.415208655
0.00580464530.115101.8278716522
-0.01138112110.116101.3181488281
0.01387904830.117102.1011406319
-0.00906798050.118101.4135804583
0.01614080250.119102.1957463775
-0.0134831680.12101.3028426074
0.00044727810.121101.7413961713
0.00468334060.122101.8859522553
-0.00526868010.123101.5970438158
-0.00642537540.124101.5770283236
-0.02180277080.125101.1236678407
-0.01519383660.126101.3393322909
0.00836985240.127102.0709117423
0.02051447150.128102.4581060847
0.00467053950.129101.9864730199
-0.00987422480.13101.5567602265
0.00087356970.131101.8994470965
0.00728375650.132102.1106903629
-0.01324588080.133101.4971183331
-0.00460834140.134101.7753485083
0.00501808020.135102.084534535
0.01093490030.136102.281051963
0.00363286290.137102.0723361015
0.0010018880.138102.0070820255
-0.00483412350.139101.8437887368
0.00162467590.14102.0564018844
0.00393940810.141102.1425803175
0.00495743960.142102.1890970146
0.00559138020.143102.2238599227
0.00324650960.144102.1672829843
-0.00518275560.145101.9242495426
-0.00199329410.146102.0370632208
0.01384505590.147102.5371983967
0.00059359310.148102.1449486135
0.01805565260.149102.6953687079
0.00598026870.15102.3387472129
-0.01317084750.151101.7661276516
0.00977877330.152102.4820407848
-0.00980101050.153101.8954402292
0.00590086980.154102.3907095478
-0.00488232670.155102.0748384102
0.00163088320.156102.2896000898
0.00734773950.157102.4803760139
0.00495138010.158102.4220741273
0.00220521770.159102.3530571435
0.00345934270.16102.4069191598
0.00261001110.161102.3961869671
0.01099210750.162102.6690348094
0.00226639260.163102.4156769464
-0.00301432690.164102.268790759
-0.01206544770.165102.0064369257
-0.01611551850.166101.897797902
0.01584403440.167102.8900649895
-0.00551374340.168102.2462475565
-0.00624957010.169102.2390138383
0.00214881770.17102.5119425552
0.00009065390.171102.4640234366
0.00800828270.172102.722774673
-0.0049461960.173102.3389670892
0.00312257950.174102.6020429798
0.00073235920.175102.5438608408
-0.00395511960.176102.4150407663
0.00218641390.177102.6190986437
-0.00293675840.178102.4767709118
-0.01018029250.179102.2694542312
0.00504412580.18102.751892536
-0.02192809920.181101.9358711708
-0.00543464010.182102.4555440864
-0.01514549690.183102.172433082
-0.00226797280.184102.5824773382
-0.00173563420.185102.614247294
0.00223736830.186102.7519454309
0.00793575050.187102.9430141801
0.00508151740.188102.8703086242
-0.00170068690.189102.6764329354
-0.00171155530.19102.6914996198
-0.00029800730.191102.750451155
0.00164405950.192102.8257281939
0.01119451550.193103.1357618331
-0.0173485660.194102.2680884607
0.00565679560.195102.9892429783
-0.00510677860.196102.6721316569
0.00403465490.197102.9691036178
0.01163325580.198103.2192753191
Geometrische
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
St
Time
St
Geometric SDEs
Square
WthtSt
-0.00233237640100
-0.000544560.001100.0203634494
0.00493064360.002100.051793787
0.00452598670.003100.0655872709
0.00559227830.004100.0837970326
0.00191453180.005100.087771741
0.00467907740.006100.1110821824
0.01317266650.007100.1515937605
-0.00728574610.008100.105194759
0.01149442140.009100.1765806664
0.00431846270.01100.1700602788
0.01186203920.011100.2077357519
0.00612360510.012100.2055337382
-0.00252067590.013100.1946050885
-0.0095674750.014100.1884733219
0.00693994480.015100.2530704984
-0.01236714980.016100.2101139307
0.00985928640.017100.2918947708
-0.00191764680.018100.2715562286
-0.00144586920.019100.2880142153
-0.00681975510.02100.2869125602
-0.00926124810.021100.294620618
-0.01461330610.022100.2935850021
0.00474146870.023100.366778536
-0.00172087770.024100.3624109924
0.00124516650.025100.3863795958
-0.00591362550.026100.3799197267
0.00889508560.027100.4394871596
0.00416946480.028100.4403451017
-0.00231901820.029100.435902894
0.00866118630.03100.4839806094
0.00387005910.031100.4846450848
0.00352113150.032100.4986684651
0.00560121410.033100.5199990529
-0.01241496650.034100.4808881674
-0.00285938310.035100.5246958955
0.0048539050.036100.5629750918
-0.00621428170.037100.5447616424
0.01307851110.038100.6178791705
0.01381122270.039100.6351767678
-0.00209092830.04100.6024143208
0.01181886090.041100.6593595538
-0.00353659290.042100.6282404744
-0.0004296680.043100.6526847176
-0.00281795560.044100.6605944135
-0.00018399080.045100.6836214541
-0.00455481770.046100.6855667731
-0.01441158020.047100.6709981316
0.00168051880.048100.7345367742
0.0141652890.049100.7872385714
0.00480060860.05100.7741522492
-0.00115732060.051100.7713255325
0.01039718430.052100.8212381735
-0.00230802470.053100.7980895423
-0.00265595190.054100.8121613173
-0.00716358950.055100.8137054256
-0.00099804540.056100.8473992155
0.00227267950.057100.8723799864
-0.00960624220.058100.8517189719
0.01481198520.059100.9404127127
-0.00123976630.06100.9071726206
-0.01483490450.061100.8813387026
-0.00299751260.062100.932139227
-0.00439586070.063100.9430644971
-0.01047894780.064100.9398708463
-0.00701900260.065100.965440327
-0.00719824130.066100.9800448376
-0.00907375580.067100.9895377967
0.00761082220.068101.054987002
0.00065567750.069101.0491700409
0.00461516270.07101.0762680219
0.00061122590.071101.0793531853
-0.01435773810.072101.0493664947
0.00418866650.073101.1204542812
-0.01073813110.074101.0905917835
0.00263851230.075101.146103536
-0.00992542940.076101.1233682481
-0.00750294480.077101.1458449133
0.00301832870.078101.1927609316
0.00780748910.079101.2223927576
-0.00155650920.08101.209312946
-0.01930620780.081101.1709242406
-0.01272510420.082101.2059584434
-0.00432014530.083101.2465057986
0.00984935010.084101.3044653756
0.00075000340.085101.2921855355
0.01451389830.086101.3489369743
0.00091197310.087101.3230592389
-0.01050150330.088101.3037915024
0.0202399860.089101.4118107996
-0.01664811860.09101.3155798098
0.02132564990.091101.4454453665
0.00621705570.092101.4150099963
-0.0037598170.093101.400080613
0.00757510180.094101.449532601
-0.00031943730.095101.4408953804
-0.00177991520.096101.4516986278
0.00987547540.097101.5021354417
-0.02473825590.098101.4127425576
0.00032173380.099101.5036636251
0.01127214090.1101.5519864605
0.01571124810.101101.5806395238
-0.0004396270.102101.547042565
0.000806790.103101.5660426853
-0.01624584910.104101.5297206531
0.01520356820.105101.6400172566
-0.01269936550.106101.5708708303
-0.00813756740.107101.5998989262
-0.00233474110.108101.6326860964
0.00711620490.109101.6765143566
0.00929653650.11101.6983614311
0.00893264770.111101.7125152876
-0.00962324980.112101.6716298372
-0.01502612580.113101.670537041
-0.00894062850.114101.7041959724
0.00839158930.115101.7718894459
-0.00528802960.116101.7457543876
0.00051161350.117101.7785663942
0.01994067130.118101.8526364062
0.01271650940.119101.8460419811
0.00801460370.12101.8470835669
-0.01446360330.121101.7943060711
-0.01340386010.122101.8127828424
0.00522391020.123101.8844423172
0.00189272670.124101.8896377111
-0.00490733780.125101.8843291204
-0.01359990160.126101.8732895302
-0.01458442970.127101.8855894034
0.0118713160.128101.9809842545
0.00143350010.129101.9646593181
0.0001992930.13101.9762152008
-0.00344472260.131101.9804720944
-0.00643760810.132101.9867020345
0.0119991910.133102.0578571614
-0.00106572320.134102.0335698654
0.0074867330.135102.0747918366
-0.01297307790.136102.0280901439
0.00526956680.137102.0986744719
-0.00010671780.138102.0976920518
0.00799038840.139102.1375514807
0.01284461180.14102.1675896027
-0.01767461980.141102.0903700686
-0.00337823850.142102.1490187206
-0.01099772360.143102.1412383073
-0.01237701780.144102.1523775442
-0.00721113340.145102.1833639502
0.00260527030.146102.2284604216
-0.01256851190.147102.1977689261
0.00611344150.148102.2697569837
-0.01074765810.149102.2339433106
0.00032785010.15102.2828740076
0.0044422450.151102.3106997179
0.00224285940.152102.3193723698
0.00041052320.153102.3291598843
0.00318609640.154102.352932391
-0.00420454850.155102.3458540674
-0.00125750150.156102.3701501857
0.00756592730.157102.4122878502
-0.01459552550.158102.3603682166
-0.01496728150.159102.3745939185
0.00882937460.16102.4621827136
0.00620777880.161102.4695910198
0.02144615790.162102.5312376414
-0.00655190890.163102.4615667235
0.00372863270.164102.5081548692
0.00016791550.165102.5127158079
-0.00258073670.166102.5197438028
-0.01219800650.167102.5059087205
0.01114456150.168102.5921842971
-0.00712016120.169102.5520733173
0.00615777940.17102.6077950418
-0.00335719510.171102.5942714867
0.00895888660.172102.6470850726
0.00769900910.173102.6586528044
-0.00426477980.174102.637686252
0.0065756240.175102.6860292284
0.00040516850.176102.6826738035
-0.02349479470.177102.6254209427
-0.00932959670.178102.6838645801
-0.0187102160.179102.6707501576
-0.01834009710.18102.6872758565
0.01511903060.181102.8043960985
-0.01000714750.182102.7433885754
-0.00718139290.183102.7673928428
0.00404379530.184102.8169463041
-0.00749887480.185102.7972564967
-0.01083806180.186102.8025193819
0.00487800660.187102.8657440688
-0.00716556770.188102.8445291573
-0.00367701890.189102.8705692886
-0.01063388030.19102.8648318569
-0.00038220380.191102.9114540403
-0.00182890290.192102.9224879344
0.02090628190.193103.0071213341
0.00976151570.194102.9886391223
-0.00726581670.195102.9522477122
-0.01115738540.196102.9558447637
0.00643855170.197103.0248504333
0.00692730280.198103.0417924249
Square
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
St
Time
St
Square Root Process
-
Bedeutende Modelle von SDGs (7)Mean Reverting ProcessFluktuiert um einen LangzeittrendGeeignet zum Modellieren von Zinsen
-
Bedeutende Modelle von SDGs (8)Mean Reverting Process
Diagramm4
100
97.7490388119
98.184919326
98.4370454396
99.893462202
99.3666922806
98.7977554202
98.7132341234
99.5427169475
98.6095679833
98.4724928746
99.0212594356
98.1075351275
99.3378891712
99.3356308735
100.2121012844
98.7511798273
99.5327745563
98.9356748086
97.819026708
99.6238097987
98.7718178602
99.8802797997
99.5663782457
97.7560310841
98.0232280346
97.8271378792
99.7822195359
100.1467678983
99.740287835
100.2603081031
99.8020602084
99.3192956849
98.310829139
99.1014817869
100.2419078063
100.662224045
99.6189975447
99.3390491593
98.9360664569
99.2181389668
99.5014849452
99.1955344037
98.8967283576
99.0574847028
99.2493479523
98.0471715
99.9532676868
99.0276381302
99.448620307
98.9879422708
98.9908646783
98.987528495
98.8553307256
99.0893987702
100.0192532351
98.5829895986
98.8629140971
98.5395528934
98.4136815194
99.8392999626
100.160649703
98.7105372607
99.8729554715
98.3977943199
98.3917063076
99.1851052099
100.0501594782
99.8072248257
99.2019402894
98.6212918656
99.6379132963
98.3256281466
99.1833442222
97.677974971
98.5540806338
98.8950907871
98.9699797231
98.7652109329
98.4039867829
98.0851242287
98.6347245298
97.8568873486
98.6349263635
97.0081614886
98.4819248672
99.1787677476
99.8790762927
98.4997563477
100.4865926264
99.7741459129
98.6483900642
99.8122881079
99.9186911392
97.2781436281
98.475072591
98.2709266723
98.9237071176
98.6896604527
97.3072388642
98.3006324524
98.397489413
98.6436634006
98.6946685942
98.0659189367
98.4417239373
99.0953675933
99.3202552497
98.4587718041
98.8797496247
98.5449180424
98.2087734108
97.6038018828
98.2732829058
98.951667914
98.293681319
98.2892787945
98.740994243
99.3316566878
97.4089738119
98.6092100606
98.7115019122
99.3502673012
98.3280614766
98.3338070898
99.9126713764
98.6619542942
97.5964268426
99.5654695598
96.9693148803
97.1503560527
99.0379905349
97.3384283238
99.3532613332
98.0139265426
99.6396800146
98.8249077396
98.7707264629
98.5889940311
96.9515103063
98.4589405548
99.1786391137
96.6668304684
97.4048276368
98.8056321993
98.2200948705
98.370949555
98.5623171964
99.1776487294
98.3635489643
99.2137433321
98.971438479
98.6852797765
98.823728872
96.2807838094
98.4767633899
98.6551798679
96.8532945006
97.4156667221
99.0101449238
98.7615277383
98.5142136989
99.3760271209
97.6986165558
99.1333635478
96.8551186587
97.8880652009
98.3398145994
97.8957643688
98.4813891408
98.0452414362
100.4662957702
97.7613375201
97.5301509845
97.9829222262
97.4173735677
96.2003713953
97.2231532786
98.6175194424
97.461116073
98.8639670248
98.1850181267
96.9216713671
98.4599867686
97.6976690532
97.7355210995
96.9805492988
97.8869727987
97.5468957069
97.1779057623
97.4065012369
98.2422293298
96.7240206374
96.6930675073
98.360015657
97.6488920044
98.1662539477
98.4472224766
98.08300394
St
Time
St
Mean Reverting Process
Lineare
WtTimeSt
0.00598118960100
0.00482380070.00199.9999752783
-0.01434059410.00299.9994103465
-0.01772223190.00399.9993188974
-0.00231744930.00499.9997910408
-0.01676548890.00599.9993675996
0.00921786520.006100.0001571003
-0.01197722670.00799.9995312475
0.00884972450.008100.000166056
-0.00879779240.00999.9996466305
0.00136475360.0199.9999615069
0.00750294480.011100.0001556527
-0.00652632930.01299.9997447744
0.00354148140.013100.0000568088
0.00619479580.014100.0001464082
-0.01807520680.01599.9994283081
0.01995194910.016100.0005791228
-0.00571794770.01799.9998190259
-0.00218954030.01899.9999348781
-0.01747039280.01999.9994864525
-0.01198350220.0299.9996610592
0.00029571080.021100.0000394356
-0.00028499020.022100.0000320146
-0.000806790.023100.0000263606
-0.01419875840.02499.9996346016
-0.00599583250.02599.9998906893
-0.0129890850.02699.9996908918
-0.00209170140.027100.0000278133
0.00045494060.028100.0001142125
-0.00659273380.02999.9999127823
0.0068555210.03100.0003262299
-0.01044456890.03199.9998172272
0.00646775790.032100.000334597
0.00790644210.033100.0003877576
-0.00766817720.03499.999930519
0.00227032610.035100.0002386741
0.00849100840.036100.0004352946
0.00448703760.037100.0003251754
0.00414195260.038100.0003248229
-0.02006518120.03999.9996086089
-0.01370676730.0499.9998093613
0.00228288850.041100.000299051
-0.01404941940.04299.9998190817
0.00994298260.043100.0005488538
0.00363040730.044100.0003694765
-0.00896918660.045100.0000014887
0.00335961660.046100.0003813528
0.00836985240.047100.0005416599
-0.0148880190.04899.9998539237
0.00173951090.049100.0003627496
0.00740194540.05100.0005426227
0.00408200550.051100.0004530245
-0.00809502580.052100.0000977135
-0.00412528610.053100.0002268057
0.00903803540.054100.0006317054
0.00312338670.055100.0004642659
-0.00099804540.056100.000350623
0.00807806370.057100.0006329062
0.01644957590.058100.0008940516
-0.00041588920.059100.0003980876
0.01742482710.06100.0009433091
-0.0008789470.061100.0004041959
-0.00982329310.062100.0001458655
0.01166190490.063100.0008004215
-0.00148453410.064100.0004160283
0.00578563690.065100.0006441334
-0.00791690130.066100.0002430573
0.00160453060.067100.0005387002
-0.0174915840.06899.9999758168
-0.00170068690.069100.0004595437
-0.01265493670.07100.0001409162
-0.01206703930.071100.0001685531
0.00926477240.072100.0008185075
0.00114346220.073100.0005848682
-0.01277683170.074100.0001772594
0.01618882380.075100.001056229
-0.00445913880.076100.0004467901
0.00139641540.077100.0006324568
0.01140747370.078100.0009427885
-0.01325875020.079100.0002128018
0.01272164810.08100.0010022138
0.0037959580.081100.0007444431
0.00575671490.082100.0008132658
0.0023779990.083100.0007219043
-0.0136114750.084100.0002522201
0.00272336820.085100.0007522654
-0.00113884650.086100.0006463989
0.01855823940.087100.0012473115
0.01356524990.088100.0011075218
-0.00957957130.089100.0004231772
0.02911110640.09100.0015938975
0.00290962130.091100.000817853
-0.00659654230.092100.000542668
0.01821008480.093100.0012968669
-0.01079274630.094100.0004367819
0.00218798280.095100.0008362038
-0.00990291940.096100.0004834767
0.00601048670.097100.0009708789
0.0020042080.098100.0008606906
0.00340011180.099100.0009125677
-0.00376392110.1100.0007076467
0.01187750060.101100.0011868893
0.00596930930.102100.0010196436
0.01342641550.103100.0012533568
0.00560837630.104100.0010288156
-0.00700040350.105100.0006605522
-0.00507543520.106100.0007283013
-0.00594097860.107100.000712335
-0.0200025170.108100.0003004888
0.01167400110.109100.0012607843
-0.00462196110.11100.0007819055
0.00176980850.111100.0009836586
0.00694967640.112100.0011490546
0.01294829420.113100.0013390131
-0.00361978890.114100.0008519706
0.00791585530.115100.00120804
-0.00907145930.116100.0007084205
-0.00636157440.117100.0007997171
0.0086444970.118100.0012598992
0.00103418640.119100.0010415899
0.00190441370.12100.0010776967
-0.00713594090.121100.0008164861
-0.0235069820.122100.0003353549
0.00696429650.123100.0012594932
0.008962320.124100.0013294339
0.007578160.125100.0012979091
0.01169519240.126100.0014314201
0.01576140680.127100.0015634065
-0.01064329350.128100.0007812655
-0.00437901240.129100.0009791939
0.03088207450.13100.0020470265
-0.02852830220.131100.0002747152
-0.0030936690.132100.0010477542
-0.00351950580.133100.0010449791
0.0070278020.134100.0013713984
0.01799739950.135100.0017104863
-0.00390223250.136100.0010634973
-0.0104683750.137100.0008765131
0.00104495260.138100.0012319129
0.00098114010.139100.0012399985
0.00994045880.14100.0015187781
-0.01529160730.141100.0007718161
0.00000574120.142100.0012407365
0.01384305510.143100.001665856
0.00986924530.144100.0015566417
0.02627311910.145100.0020587579
0.01681873980.146100.0017851265
0.00534706710.147100.0014509763
-0.00424803370.148100.0011731233
-0.01815415090.149100.0007659398
0.01496728150.15100.0017695828
-0.00230095340.151100.0012615357
-0.00009065390.152100.0013378447
-0.01252649330.153100.0009747695
0.01326611710.154100.0017585478
-0.00283229160.155100.0012855956
-0.00109265560.156100.0013477846
0.00510590330.157100.0015437414
-0.00743015110.158100.0011776598
0.00375407580.159100.0015231866
0.00093963310.16100.0014487533
-0.00422210180.161100.0013039013
-0.00492977960.162100.0012926709
-0.00236226470.163100.0013796964
-0.00998570610.164100.0011609931
0.02437955120.165100.0022019508
-0.01314720070.166100.0010861483
0.01072316990.167100.0018122594
-0.00738485820.168100.0012790186
-0.02265223880.169100.0008309971
0.00877978440.17100.0017839578
0.02037231750.171100.0021417338
-0.00527044220.172100.001382451
0.00842319420.173100.0018032601
0.00216605260.174100.0016255459
0.01029397940.175100.0018793837
-0.00689329910.176100.0013737653
0.01138550940.177100.0019321296
0.01397588680.178100.0020198409
-0.00388490660.179100.0014940171
0.00816849020.18100.001865619
-0.00162235660.181100.0015818936
0.00128063680.182100.0016789834
0.00441692690.183100.0017830721
0.00327797810.184100.0017589037
-0.00989543880.185100.0013737012
0.00749989790.186100.0019055613
0.00045799880.187100.0017043043
-0.00247332540.188100.0016263646
-0.00509110120.189100.0015578313
0.00512770840.19100.0018743956
-0.00176903540.191100.0016774933
-0.0026013140.192100.0016625249
0.00948080010.193100.0020349883
0.0002490310.194100.0017680352
-0.01209243690.195100.0014077912
-0.01061773670.196100.0014620322
0.0045268280.197100.0019263692
-0.00594463930.198100.0016222251
Lineare
100
99.9999752783
99.9994103465
99.9993188974
99.9997910408
99.9993675996
100.0001571003
99.9995312475
100.000166056
99.9996466305
99.9999615069
100.0001556527
99.9997447744
100.0000568088
100.0001464082
99.9994283081
100.0005791228
99.9998190259
99.9999348781
99.9994864525
99.9996610592
100.0000394356
100.0000320146
100.0000263606
99.9996346016
99.9998906893
99.9996908918
100.0000278133
100.0001142125
99.9999127823
100.0003262299
99.9998172272
100.000334597
100.0003877576
99.999930519
100.0002386741
100.0004352946
100.0003251754
100.0003248229
99.9996086089
99.9998093613
100.000299051
99.9998190817
100.0005488538
100.0003694765
100.0000014887
100.0003813528
100.0005416599
99.9998539237
100.0003627496
100.0005426227
100.0004530245
100.0000977135
100.0002268057
100.0006317054
100.0004642659
100.000350623
100.0006329062
100.0008940516
100.0003980876
100.0009433091
100.0004041959
100.0001458655
100.0008004215
100.0004160283
100.0006441334
100.0002430573
100.0005387002
99.9999758168
100.0004595437
100.0001409162
100.0001685531
100.0008185075
100.0005848682
100.0001772594
100.001056229
