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Andrzej Kozlowski
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Demonstrations 21  40 of 65
Early Exercise of American Options
Escape to Infinity
Comparing Iterative RootFinding Methods
Option Prices in the Kou Jump Diffusion Model
The Argument Principle
Roots of Holomorphic Functions in the Unit Disk
MorseSmale 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 BlackScholes 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 BlackScholes European Call Option Formula Corrected Using the GramCharlier Expansion
The Normal Inverse Gaussian Lévy Process
Option Prices under the Fractional BlackScholes Model
Generalized Hyperbolic Distribution
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