Wolfram Demonstrations Projecthttp://demonstrations.wolfram.com/An Open Resource of Interactive Mathematica VisualizationsCopyright 2009 Wolfram Demonstrations Project & ContributorsConvergence of Binomial, Binomial Black-Scholes, and Trinomial Option Pricing Methodshttp://demonstrations.wolfram.com/ConvergenceOfBinomialBinomialBlackScholesAndTrinomialOptionP/]]>http://demonstrations.wolfram.com/ConvergenceOfBinomialBinomialBlackScholesAndTrinomialOptionP/Geske-Johnson Methodhttp://demonstrations.wolfram.com/GeskeJohnsonMethod/]]>http://demonstrations.wolfram.com/GeskeJohnsonMethod/Fitting Times-to-Failure to a Weibull Distributionhttp://demonstrations.wolfram.com/FittingTimesToFailureToAWeibullDistribution/]]>http://demonstrations.wolfram.com/FittingTimesToFailureToAWeibullDistribution/A Canonical Optimal Stopping Problem for American Optionshttp://demonstrations.wolfram.com/ACanonicalOptimalStoppingProblemForAmericanOptions/]]>http://demonstrations.wolfram.com/ACanonicalOptimalStoppingProblemForAmericanOptions/A Recursive Integration Method for Options Pricinghttp://demonstrations.wolfram.com/ARecursiveIntegrationMethodForOptionsPricing/]]>http://demonstrations.wolfram.com/ARecursiveIntegrationMethodForOptionsPricing/Adaptive Mesh Relocation-Refinement (AMrR) on Kim's Method for Options Pricinghttp://demonstrations.wolfram.com/AdaptiveMeshRelocationRefinementAMrROnKimsMethodForOptionsPr/]]>http://demonstrations.wolfram.com/AdaptiveMeshRelocationRefinementAMrROnKimsMethodForOptionsPr/Kim's Method with Nonuniform Time Grid for Pricing American Optionshttp://demonstrations.wolfram.com/KimsMethodWithNonuniformTimeGridForPricingAmericanOptions/]]>http://demonstrations.wolfram.com/KimsMethodWithNonuniformTimeGridForPricingAmericanOptions/Geometric Brownian Motion with Nonuniform Time Gridhttp://demonstrations.wolfram.com/GeometricBrownianMotionWithNonuniformTimeGrid/]]>http://demonstrations.wolfram.com/GeometricBrownianMotionWithNonuniformTimeGrid/Kim's Method for Pricing American Optionshttp://demonstrations.wolfram.com/KimsMethodForPricingAmericanOptions/]]>http://demonstrations.wolfram.com/KimsMethodForPricingAmericanOptions/Simultaneous Confidence Interval for the Weibull Parametershttp://demonstrations.wolfram.com/SimultaneousConfidenceIntervalForTheWeibullParameters/]]>http://demonstrations.wolfram.com/SimultaneousConfidenceIntervalForTheWeibullParameters/Binomial Black-Scholes with Richardson Extrapolation (BBSR) Methodhttp://demonstrations.wolfram.com/BinomialBlackScholesWithRichardsonExtrapolationBBSRMethod/]]>http://demonstrations.wolfram.com/BinomialBlackScholesWithRichardsonExtrapolationBBSRMethod/Pricing American Options with the Lower-Upper Bound Approximation (LUBA) Methodhttp://demonstrations.wolfram.com/PricingAmericanOptionsWithTheLowerUpperBoundApproximationLUB/]]>http://demonstrations.wolfram.com/PricingAmericanOptionsWithTheLowerUpperBoundApproximationLUB/American Options on Assets with Dividends Near Expiryhttp://demonstrations.wolfram.com/AmericanOptionsOnAssetsWithDividendsNearExpiry/]]>http://demonstrations.wolfram.com/AmericanOptionsOnAssetsWithDividendsNearExpiry/Hold-or-Exercise for an American Put Optionhttp://demonstrations.wolfram.com/HoldOrExerciseForAnAmericanPutOption/]]>http://demonstrations.wolfram.com/HoldOrExerciseForAnAmericanPutOption/American Capped Call Options with Exponential Caphttp://demonstrations.wolfram.com/AmericanCappedCallOptionsWithExponentialCap/]]>http://demonstrations.wolfram.com/AmericanCappedCallOptionsWithExponentialCap/American Capped Call Options with Constant Caphttp://demonstrations.wolfram.com/AmericanCappedCallOptionsWithConstantCap/]]>http://demonstrations.wolfram.com/AmericanCappedCallOptionsWithConstantCap/Pricing Put Options with the Crank-Nicolson Methodhttp://demonstrations.wolfram.com/PricingPutOptionsWithTheCrankNicolsonMethod/]]>http://demonstrations.wolfram.com/PricingPutOptionsWithTheCrankNicolsonMethod/Pricing Put Options with the Implicit Finite-Difference Methodhttp://demonstrations.wolfram.com/PricingPutOptionsWithTheImplicitFiniteDifferenceMethod/]]>http://demonstrations.wolfram.com/PricingPutOptionsWithTheImplicitFiniteDifferenceMethod/Estimating a Distribution Function Subject to a Stochastic Order Restrictionhttp://demonstrations.wolfram.com/EstimatingADistributionFunctionSubjectToAStochasticOrderRest/]]>http://demonstrations.wolfram.com/EstimatingADistributionFunctionSubjectToAStochasticOrderRest/Maximizing a Bermudan Put with a Single Early-Exercise Temporal Pointhttp://demonstrations.wolfram.com/MaximizingABermudanPutWithASingleEarlyExerciseTemporalPoint/]]>http://demonstrations.wolfram.com/MaximizingABermudanPutWithASingleEarlyExerciseTemporalPoint/