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Demonstrations 61 - 77 of 77
Implied Volatility in the Variance Gamma Model
The Variance Gamma Process
Density of the Kou Jump Diffusion Process
The Return Distribution of the Variance Gamma Process
The Esscher Transform of the Densities of a Symmetric NIG Lévy Process
Two Jump Diffusion Processes
Lévy Measures
Stable Lévy Process
A Mean-Reverting Jump Diffusion Process
The Normal Inverse Gaussian Lévy Process
Richardson Extrapolation Applied Twice to Accelerate the Convergence of an Estimate
Preference Weights from Pairwise Comparisons
Capacity Planning for Short Life Cycle Products: The Newsvendor Model
VaR Methods
Healthcare Reform and Effective Marginal Tax Rates
Spreadsheet-Like Solution of Large-Scale Systems of Equations: Comprehensive Corporate Model Example
Effect of High Expense Charges on an Investment's Net Return
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