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Demonstrations 41 - 60 of 77
Option Prices in the Kou Jump Diffusion Model
Real Options
Option Prices under the Fractional Black-Scholes Model
The Russian Option: Reduced Regret
Hedging the European Put Option
Geske-Johnson Method
Maximizing a Bermudan Put with Two Early-Exercise Temporal Points
American Capped Call Options with Constant Cap
American Capped Call Options with Exponential Cap
Hedging the Black-Scholes Call Option
The Difference between European Option Prices in the Black-Scholes and NIG Models Computed with the DFT
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
Distribution of Returns from Merton's Jump Diffusion Model
Robustness of the Longstaff-Schwartz LSM Method of Pricing American Derivatives
Early Exercise of American Options
Tilley's Bundling Algorithm
Binomial Tree
Geometric Brownian Motion with Nonuniform Time Grid
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