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Andrzej Kozlowski
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Demonstrations 1 - 20 of 65
American Call and Put Option
Option Prices under the Fractional Black-Scholes Model
The Variance Gamma Process
The Black-Scholes European Call Option Formula Corrected Using the Gram-Charlier Expansion
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 Mean-Reverting 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 Eneström-Kakeya Bounds for Roots of a Polynomial with Positive Coefficients
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