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Demonstrations 1 - 20 of 33
Fitting Times-to-Failure to a Weibull Distribution
A Canonical Optimal Stopping Problem for American Options
A Recursive Integration Method for Options Pricing
Adaptive Mesh Relocation-Refinement (AMrR) on Kim's Method for Options Pricing
Kim's Method with Nonuniform Time Grid for Pricing American Options
Geometric Brownian Motion with Nonuniform Time Grid
Kim's Method for Pricing American Options
Simultaneous Confidence Interval for the Weibull Parameters
Binomial Black-Scholes with Richardson Extrapolation (BBSR) Method
Pricing American Options with the Lower-Upper Bound Approximation (LUBA) Method
American Options on Assets with Dividends Near Expiry
Hold-or-Exercise for an American Put Option
American Capped Call Options with Exponential Cap
American Capped Call Options with Constant Cap
Pricing Put Options with the Crank-Nicolson Method
Pricing Put Options with the Implicit Finite-Difference Method
Estimating a Distribution Function Subject to a Stochastic Order Restriction
Maximizing a Bermudan Put with a Single Early-Exercise Temporal Point
Fitting Data to a Lognormal Distribution
SARIMA Process Forecasting Model
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