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Peter Falloon
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Demonstrations 1  20 of 27
Visualizing Superellipses
Option Prices in Merton's Jump Diffusion Model
Chooser Options
Binary Options: Pricing and Greeks
Angular Spheroidal Functions as a Function of Spheroidicity
Hyperbolic Distribution
VarianceGamma Distribution
Options Board Using BlackScholes Prices
Properties of a Simple Random Walk with Boundaries
Haar Functions
Barrier Option Pricing within the BlackScholes Model
ClebschGordan Coefficients
Constant Coordinate Curves for Elliptic Coordinates
ChiSquared Distribution and the Central Limit Theorem
Multiple Slit Diffraction Pattern
Constant Coordinate Curves for Parabolic and Polar Coordinates
Distribution of Returns from Merton's Jump Diffusion Model
Pricing Power Options in the BlackScholes Model
Implied Volatility in Merton's Jump Diffusion Model
Game Clock
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