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Demonstrations 1 - 20 of 328
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
A Recursive Integration Method for Options Pricing
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
American Capped Call Options with Constant Cap
Maximizing Profit in Ore Mining
A Model Illustrating Multiple Interest Rate Analysis (MIRA)
Discriminating Monopolist with Two Independent Markets
Hurst Exponent of Stock Price
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