Wolfram Demonstrations Project
Andrzej Kozlowski
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Demonstrations 21 - 40 of 64
Escape to InfinityComparing Iterative Root-Finding MethodsOption Prices in the Kou Jump Diffusion ModelThe Argument PrincipleRoots of Holomorphic Functions in the Unit Disk
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 TorusCorrelated Lévy Processes via Lévy CopulasSemenov's Algorithm for Solving Systems of Nonlinear EquationsCorrelated Gamma Variance Processes with Common SubordinatorThe Price of a Call Option on Electrical Power
Morse-Smale Flows on a Tilted Torus
Correlated Lévy Processes via Lévy 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 DFTThe Esscher Transform of the Densities of a Symmetric NIG Lévy ProcessThe Russian Option: Reduced RegretOption Prices in the Variance Gamma ModelLévy Measures
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 Lévy Process
The Russian Option: Reduced Regret
Option Prices in the Variance Gamma Model
Lévy Measures
The Black-Scholes European Call Option Formula Corrected Using the Gram-Charlier ExpansionThe Normal Inverse Gaussian Lévy ProcessOption Prices under the Fractional Black-Scholes ModelGeneralized Hyperbolic DistributionThe Structure of the Real Roots of a Quintic Polynomial
The Black-Scholes European Call Option Formula Corrected Using the Gram-Charlier Expansion
The Normal Inverse Gaussian Lévy Process
Option Prices under the Fractional Black-Scholes Model
Generalized Hyperbolic Distribution
The Structure of the Real Roots of a Quintic Polynomial

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