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Finance
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Demonstrations 201  220 of 334
Implied Volatility in the Variance Gamma Model
Expected Utility: Optimal Asset Investment
Stock Price Envelopes
Land Use with Contract
Barrier Option Pricing within the BlackScholes Model
Insurer Assessments with Tax Credits
Expected Utility: Optimal Insurance
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
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