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Option Pricing
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Demonstrations 21 - 40 of 77
Options: Time Value
Hold-or-Exercise for an American Put Option
Pricing American Options with the Lower-Upper Bound Approximation (LUBA) Method
Black-Scholes Option Model
Adaptive Mesh Relocation-Refinement (AMrR) on Kim's Method for Options Pricing
Adaptive Mesh Trinomial Tree for Vanilla Option Pricing
Convergence of Binomial, Binomial Black-Scholes, and Trinomial Option Pricing Methods
Nonuniqueness of Option Pricing Under the Meixner Model
Convergence of Binomial Option Pricing under Nonconstant Volatility
Options Board Using Black-Scholes Prices
American Options on Assets with Dividends Near Expiry
Stock Option Strategies
Pricing a Bermudan Option with the Longstaff-Schwartz Monte Carlo Method
Option Prices in the Variance Gamma Model
European Option Prices and Greeks in 3D
A Canonical Optimal Stopping Problem for American Options
Life Insurance Pricing
Maximizing a Bermudan Put with a Single Early-Exercise Temporal Point
Ticketing Options
The Price of a Call Option on Electrical Power
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