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Black Scholes
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Demonstrations 1 - 20 of 56
Options Board Using Black-Scholes Prices
Black-Scholes Option Model
Barrier Option Pricing within the Black-Scholes Model
Pricing Power Options in the Black-Scholes Model
Exploring the Black-Scholes Formula
Hedging the Black-Scholes Call Option
Option Prices in Merton's Jump Diffusion Model
Distribution of Returns from Merton's Jump Diffusion Model
Option Prices under the Fractional Black-Scholes Model
Binomial Black-Scholes with Richardson Extrapolation (BBSR) Method
Implied Volatility in Merton's Jump Diffusion Model
The Black-Scholes European Call Option Formula Corrected Using the Gram-Charlier Expansion
Density of the Kou Jump Diffusion Process
Convergence of Binomial, Binomial Black-Scholes, and Trinomial Option Pricing Methods
The Difference between European Option Prices in the Black-Scholes and NIG Models Computed with the DFT
European Option Greeks
Hedging the European Put Option
Early Exercise of American Options
Nonuniqueness of Option Pricing Under the Meixner Model
The Return Distribution of the Variance Gamma Process
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