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Demonstrations 101 - 120 of 328
European Option Prices and Greeks in 3D
Stock Prices of Technology Companies
The Present Value of Future Gas Use
Process-Based Cost Model for a Print and Copy Firm
Container Filled with Particulates
Per Unit Subsidy
Two Jump Diffusion Processes
Regression Analysis of USA Inflation
Nonuniqueness of Option Pricing Under the Meixner Model
Portfolio Diversification Benefit from Subadditive VaR
Attributing Portfolio Value at Risk: Relations with Component VaR, Marginal VaR, and Incremental VaR
Principal Components Analysis: Application in Value at Risk and Expected Shortfall
Standard American and European Options
Investor Perceptions of the Relationship of S&P 500 Stocks
Market Structure and Market Power in Oligopoly
Density of the Kou Jump Diffusion Process
The Backward-Bending Supply Function in Fisheries
Fitting the Meixner Distribution to S&P 500 Returns
Macaulay Duration as the Balancing Point of a Seesaw
Determinants of the Weighted Average Cost of Capital (WACC)
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