Subscribe to RSS feed
Demonstrations 1 - 20 of 33
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
Fitting Times-to-Failure to a Weibull Distribution
SARIMA Process Forecasting Model
The #1 tool for creating Demonstrations
and anything technical.
Explore anything with the first
computational knowledge engine.
The web's most extensive
Course Assistant Apps »
An app for every course—
right in the palm of your hand.
Wolfram Blog »
Read our views on math,
science, and technology.
Computable Document Format »
The format that makes Demonstrations
(and any information) easy to share and interact with.
STEM Initiative »
Programs & resources for
educators, schools & students.
Join the initiative for modernizing
Note: Your message & contact information may be shared with the author of any specific Demonstration for which you give feedback.
© 2018 Wolfram Demonstrations Project & Contributors |
Note: To run this Demonstration you need Mathematica 7+ or the free Mathematica Player 7EX
Download or upgrade to
Mathematica Player 7EX
I already have