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Andrzej Kozlowski
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Demonstrations 1  20 of 65
The BlackScholes European Call Option Formula Corrected Using the GramCharlier Expansion
Updated this week
Option Prices in the Kou Jump Diffusion Model
The Polar and Bipolar of a Convex Polytope
Two Jump Diffusion Processes
The Vieta Mapping for the Coxeter Group A_2
The Bifurcation Set of the Space of Smooth Real Functions
The Swallowtail Singularity
Singularities of an Ellipsoidal Wave Front
Nonuniqueness of Option Pricing Under the Meixner Model
Coin Machine
A MeanReverting Jump Diffusion Process
Standard American and European Options
Density of the Kou Jump Diffusion Process
The Meixner Process
Fitting the Meixner Distribution to S&P 500 Returns
Simple Graphs and Their Binomial Edge Ideals
The EneströmKakeya Bounds for Roots of a Polynomial with Positive Coefficients
Newton Polygon and Branching of Algebraic Curves
Counting the Number of Roots of Transcendental Functions in Bounded Regions Using Winding Numbers
The Space of Inner Products
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