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Michail Bozoudis Suggested by: Michail Boutsikas
Demonstrations 1 - 20 of 20
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
System Availability
System Reliability
Convergence of Binomial, Binomial Black-Scholes, and Trinomial Option Pricing Methods
Nonparametric Simulation
Geske-Johnson Method
Richardson Extrapolation Applied Twice to Accelerate the Convergence of an Estimate
Pricing Put Options with the Trinomial Method
Hold-or-Exercise for an American Put Option
Pricing Put Options with the Implicit Finite-Difference Method
Pricing Put Options with the Binomial Method
Pricing Put Options with the Explicit Finite-Difference Method
Tilley's Bundling Algorithm
Pricing American Options with the Lower-Upper Bound Approximation (LUBA) Method
Maximizing a Bermudan Put with Two Early-Exercise Temporal Points
Pricing American Options with the Two- and Three-Point Maximum Methods
Dice Rolls as an Example of the Coupon Collector's Problem
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