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Demonstrations 81 - 120 of 275
Options Board Using Black-Scholes Prices
Maximizing the Present Value of Resource Rent in a Gordon-Schaefer Model
Simple Solow Model
Yield, Spot, and Forward Curves
Simulating the Poisson Process
Monge-Kantorovich Transportation Problem
Monte Carlo Simulation of Retirement Savings with Variable Annual Return
Value at Risk
Total Production of Many Oil Wells
The Power-Dependence Solution to Five Exchange Networks
Dynamics in the Solow-Swan Growth Model
Impact of Trade on Firm Productivity, Revenue, and Profit
Recovering the Purchase Price of Hybrid Vehicles in Fuel Savings
Correlated Gamma Variance Processes with Common Subordinator
Monopolist's Profit Maximization
No Supply Curve in a Monopolistic Market
Deadweight Loss for a Monopoly
The Price of a Call Option on Electrical Power
The Difference between European Option Prices in the Black-Scholes and NIG Models Computed with the DFT
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