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Demonstrations 201  220 of 327
The Variance Gamma Process
The Return Distribution of the Variance Gamma Process
Terminal Wealth Optimization with Power and Log Utility
Optimization of CobbDouglas Function
Minimal Model of Simulating Prices of Financial Securities Using an Iterated Finite Automaton
The Poisson Process
Assessor Model for Simulated Test Markets
Robustness of the LongstaffSchwartz LSM Method of Pricing American Derivatives
Volatility Surface in the Heston Model
Pricing a Bermudan Option with the LongstaffSchwartz Monte Carlo Method
Evaluate Hot Pizza
Hedging the European Put Option
Distribution of Returns from Merton's Jump Diffusion Model
Pricing Power Options in the BlackScholes Model
The Itô Integral and Itô's Lemma
Hedging the BlackScholes Call Option
Option Prices in Merton's Jump Diffusion Model
Implied Volatility in Merton's Jump Diffusion Model
Chooser Options
Monte Carlo Valuation of an Option
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