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Andrzej Kozlowski
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Demonstrations 41  60 of 65
The Normal Inverse Gaussian Lévy Process
Generalized Hyperbolic Distribution
The Structure of the Real Roots of a Quintic Polynomial
Implied Volatility in the Variance Gamma Model
The Number of Distinct Real Roots of a Real Polynomial
The Return Distribution of the Variance Gamma Process
Stable Lévy Process
The Poisson Process
Robustness of the LongstaffSchwartz LSM Method of Pricing American Derivatives
Estimating Conditional Expectations with Monte Carlo Simulation and Least Squares Regression
Pricing a Bermudan Option with the LongstaffSchwartz Monte Carlo Method
Hedging the European Put Option
The Itô Integral and Itô's Lemma
The Buchberger Gröbner Basis Algorithm
Hedging the BlackScholes Call Option
Exit Times of Brownian Motion in 3D
A Conjecture of Apoloniusz Tyszka on the Addition of Rational Numbers
Convergence of Newton's Method for Approximating Square Roots
Solving Systems of Transcendental Equations
Correlated Wiener Processes
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