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Demonstrations 41 - 58 of 58
Semenov's Algorithm for Solving Systems of Nonlinear Equations
Standard American and European Options
Simulating the Poisson Process
The Bifurcation Set of the Space of Smooth Real Functions
Nonuniqueness of Option Pricing Under the Meixner Model
Counting the Number of Roots of Transcendental Functions in Bounded Regions Using Winding Numbers
Comparing Iterative Root-Finding Methods
Option Prices in the Kou Jump Diffusion Model
Two Jump Diffusion Processes
The Esscher Transform of the Densities of a Symmetric NIG Lévy Process
The Russian Option: Reduced Regret
Lévy Measures
The Normal Inverse Gaussian Lévy Process
The Structure of the Real Roots of a Quintic Polynomial
The Black-Scholes European Call Option Formula Corrected Using the Gram-Charlier Expansion
Option Prices under the Fractional Black-Scholes Model
Pricing a Bermudan Option with the Longstaff-Schwartz Monte Carlo Method
Hedging the Black-Scholes Call Option
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