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Michail Bozoudis Suggested by: Michail Boutsikas
Demonstrations 1 - 20 of 29
Kim's Method with Nonuniform Time Grid for Pricing American Options
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Geometric Brownian Motion with Nonuniform Time Grid
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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
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
Convergence of Binomial, Binomial Black-Scholes, and Trinomial Option Pricing Methods
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