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Andrzej Kozlowski
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Demonstrations 1  20 of 65
Option Prices under the Fractional BlackScholes Model
The Variance Gamma Process
The BlackScholes European Call Option Formula Corrected Using the GramCharlier Expansion
Option Prices in the Kou Jump Diffusion Model
The Polar and Bipolar of a Convex Polytope
Two Jump Diffusion Processes
The Vieta Mapping for the Coxeter Group A_2
The Bifurcation Set of the Space of Smooth Real Functions
The Swallowtail Singularity
Singularities of an Ellipsoidal Wave Front
Nonuniqueness of Option Pricing Under the Meixner Model
Coin Machine
A MeanReverting Jump Diffusion Process
Standard American and European Options
Density of the Kou Jump Diffusion Process
The Meixner Process
Fitting the Meixner Distribution to S&P 500 Returns
Simple Graphs and Their Binomial Edge Ideals
The EneströmKakeya Bounds for Roots of a Polynomial with Positive Coefficients
Newton Polygon and Branching of Algebraic Curves
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