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Demonstrations 21 - 40 of 302
Pricing Put Options with the Explicit Finite-Difference Method
Tilley's Bundling Algorithm
Pricing American Options with the Lower-Upper Bound Approximation (LUBA) Method
Maximizing a Bermudan Put with Two Early-Exercise Temporal Points
Pricing American Options with the Two- and Three-Point Maximum Methods
Monopolistic Competition with a Homogeneous Product
Supply and Demand Quantity Restriction
Maximizing a Bermudan Put with a Single Early Exercise Temporal Point
Individual versus Market Demand
Option Prices in the Kou Jump Diffusion Model
Principal Becomes an Agent
Parametric Value at Risk Calculator
Money Creation in the Banking System
Stock Option Strategies
Fishing with Long Line or Gill Net?
Variation in the Value of Mortgage Strips
Rational Refinancing of a Residential Mortgage
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