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Demonstrations 1 - 20 of 332
Analysis of Cumulative Triangles with the Chain-Ladder Method
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A Recursive Integration Method for Options Pricing
Updated this month
A Canonical Optimal Stopping Problem for American Options
Hotelling Model of Product Quality Differentiation
Effect of High Expense Charges on an Investment's Net Return
Fate of a Long-Term Index Fund Investment According to the S&P 500
Adaptive Mesh Relocation-Refinement (AMrR) on Kim's Method for Options Pricing
Manufacturer, Maintenance Contractor and Joint Profits
Individual versus Market Demand
The Black-Scholes European Call Option Formula Corrected Using the Gram-Charlier Expansion
Expected Returns of the Dow Industrials, Beta Model
Kim's Method with Nonuniform Time Grid for Pricing American Options
Geometric Brownian Motion with Nonuniform Time Grid
Kim's Method for Pricing American Options
Binomial Black-Scholes with Richardson Extrapolation (BBSR) Method
Pricing American Options with the Lower-Upper Bound Approximation (LUBA) Method
American Options on Assets with Dividends Near Expiry
American Capped Call Options with Exponential Cap
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