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Michail Bozoudis Suggested by: Michail Boutsikas
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Demonstrations 1  20 of 27
Kim's Method for Pricing American Options
New this month
Simultaneous Confidence Interval for the Weibull Parameters
Binomial BlackScholes with Richardson Extrapolation (BBSR) Method
Pricing American Options with the LowerUpper Bound Approximation (LUBA) Method
American Options on Assets with Dividends Near Expiry
HoldorExercise for an American Put Option
American Capped Call Options with Exponential Cap
American Capped Call Options with Constant Cap
Pricing Put Options with the CrankNicolson Method
Pricing Put Options with the Implicit FiniteDifference Method
Maximizing a Bermudan Put with a Single EarlyExercise Temporal Point
Fitting Data to a Lognormal Distribution
Fitting TimestoFailure to a Weibull Distribution
SARIMA Process Forecasting Model
System Availability
System Reliability
Convergence of Binomial, Binomial BlackScholes, and Trinomial Option Pricing Methods
Nonparametric Simulation
GeskeJohnson Method
Richardson Extrapolation Applied Twice to Accelerate the Convergence of an Estimate
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