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Demonstrations 21 - 40 of 65
Early Exercise of American Options
Escape to Infinity
Comparing Iterative Root-Finding Methods
Option Prices in the Kou Jump Diffusion Model
The Argument Principle
Roots of Holomorphic Functions in the Unit Disk
Morse-Smale Flows on a Tilted Torus
Correlated LÚvy Processes via LÚvy Copulas
Semenov's Algorithm for Solving Systems of Nonlinear Equations
Correlated Gamma Variance Processes with Common Subordinator
The Price of a Call Option on Electrical Power
The Difference between European Option Prices in the Black-Scholes and NIG Models Computed with the DFT
The Esscher Transform of the Densities of a Symmetric NIG LÚvy Process
The Russian Option: Reduced Regret
Option Prices in the Variance Gamma Model
The Black-Scholes European Call Option Formula Corrected Using the Gram-Charlier Expansion
The Normal Inverse Gaussian LÚvy Process
Option Prices under the Fractional Black-Scholes Model
Generalized Hyperbolic Distribution
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