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Demonstrations 21 - 40 of 56
Implied Volatility in the Variance Gamma Model
Pricing a Bermudan Option with the Longstaff-Schwartz Monte Carlo Method
Two Jump Diffusion Processes
Geometric Brownian Motion with Nonuniform Time Grid
Terminal Wealth Optimization with Power and Log Utility
Chooser Options
The Price of a Call Option on Electrical Power
Option Prices in the Variance Gamma Model
The Variance Gamma Process
Option Prices in the Kou Jump Diffusion Model
Pricing Put Options with the Crank-Nicolson Method
Pricing Put Options with the Implicit Finite-Difference Method
Convergence of Binomial Option Pricing under Nonconstant Volatility
Pricing a European-Style Arithmetic Asian Option: Comparing Bootstrapping and Simulation Approaches
Geske-Johnson Method
Maximizing a Bermudan Put with Two Early-Exercise Temporal Points
Maximizing a Bermudan Put with a Single Early-Exercise Temporal Point
Stock Option Strategies
American Capped Call Options with Exponential Cap
Adaptive Mesh Relocation-Refinement (AMrR) on Kim's Method for Options Pricing
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