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Demonstrations 1 - 20 of 27
Option Prices in Merton's Jump Diffusion Model
Binary Options: Pricing and Greeks
Angular Spheroidal Functions as a Function of Spheroidicity
Options Board Using Black-Scholes Prices
Properties of a Simple Random Walk with Boundaries
Barrier Option Pricing within the Black-Scholes Model
Constant Coordinate Curves for Elliptic Coordinates
Chi-Squared 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 Black-Scholes Model
Implied Volatility in Merton's Jump Diffusion Model
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