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Demonstrations 121 - 140 of 147
A Recursive Integration Method for Options Pricing
Kim's Method for Pricing American Options
Binomial Black-Scholes with Richardson Extrapolation (BBSR) Method
General Equilibrium with Production: Robinson Crusoe with and without Trade
Pricing Put Options with the Trinomial Method
High-Precision Newton Algorithm for Generalized Logistic Maps with Unimodality z
Umbrella Quandary
Multiplication of Hazard in Expo-Power Distributions
Option Prices in the Kou Jump Diffusion Model
Tool for Quality Control Design and Evaluation
The Esscher Transform of the Densities of a Symmetric NIG Lévy Process
Swim, Swim and Walk, or Walk?
Pricing a Bermudan Option with the Longstaff-Schwartz Monte Carlo Method
A Canonical Optimal Stopping Problem for American Options
Kim's Method with Nonuniform Time Grid for Pricing American Options
Pricing Put Options with the Crank-Nicolson Method
European Binomial Option Pricing with Nonconstant Volatility
The Discriminatory Power of Diagnostic Information from Discrete Medical Tests
Insurer Ruin
Electricity Utility over Time
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