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Demonstrations 141  160 of 300
The Paradox of Thrift in a Simple StockFlow Consistent Model
P&F Charts
Forming the Efficient Frontier When Returns Are NonNormal
Binary Options: Pricing and Greeks
Cost and Revenue for Monopoly and Monopolistic Competition
Option Prices in the Variance Gamma Model
Simulating the IRR
Analysis of Minimum Credit Card Payments
Continuous and Discrete Time Discounting
Real Options
Simulating a Catastrophe Insurer
TwoRegime Threshold Autoregressive Model Simulation
The PriceTerms Tradeoff
Lévy Measures
CobbDouglas Utility Function
The BlackScholes European Call Option Formula Corrected Using the GramCharlier Expansion
NonRenewable Resource Economics
Varying Moving Averages
The Normal Inverse Gaussian Lévy Process
Option Prices under the Fractional BlackScholes Model
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