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Demonstrations 201 - 220 of 340
Demanda, Oferta y Equilibrio (Spanish)
Stock Price Envelopes
Barrier Option Pricing within the Black-Scholes Model
The Return Distribution of the Variance Gamma Process
Terminal Wealth Optimization with Power and Log Utility
Optimization of Cobb-Douglas Function
Minimal Model of Simulating Prices of Financial Securities Using an Iterated Finite Automaton
The Poisson Process
Assessor Model for Simulated Test Markets
Capacity Planning for Short Life Cycle Products: The Newsvendor Model
Robustness of the Longstaff-Schwartz LSM Method of Pricing American Derivatives
Tinbergen-Solow Production Function
Sensitivity, Specificity, and Incidence
Pricing a Bermudan Option with the Longstaff-Schwartz Monte Carlo Method
Hedging the European Put Option
Distribution of Returns from Merton's Jump Diffusion Model
Pricing Power Options in the Black-Scholes Model
Hedging the Black-Scholes Call Option
Option Prices in Merton's Jump Diffusion Model
Implied Volatility in Merton's Jump Diffusion Model
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