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Andrzej Kozlowski
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Demonstrations 21  40 of 65
Stolz Angle
Convergence of a Power Series for Polylogarithm
Early Exercise of American Options
Escape to Infinity
Comparing Iterative RootFinding Methods
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 Normal Inverse Gaussian Lévy Process
Option Prices under the Fractional BlackScholes Model
Generalized Hyperbolic Distribution
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