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Demonstrations 21  40 of 56
Implied Volatility in the Variance Gamma Model
Pricing a Bermudan Option with the LongstaffSchwartz Monte Carlo Method
Two Jump Diffusion Processes
Geometric Brownian Motion with Nonuniform Time Grid
Terminal Wealth Optimization with Power and Log Utility
Chooser Options
The Price of a Call Option on Electrical Power
Option Prices in the Variance Gamma Model
The Variance Gamma Process
Option Prices in the Kou Jump Diffusion Model
Pricing Put Options with the CrankNicolson Method
Pricing Put Options with the Implicit FiniteDifference Method
Convergence of Binomial Option Pricing under Nonconstant Volatility
Pricing a EuropeanStyle Arithmetic Asian Option: Comparing Bootstrapping and Simulation Approaches
GeskeJohnson Method
Maximizing a Bermudan Put with Two EarlyExercise Temporal Points
Maximizing a Bermudan Put with a Single EarlyExercise Temporal Point
Stock Option Strategies
American Capped Call Options with Exponential Cap
Adaptive Mesh RelocationRefinement (AMrR) on Kim's Method for Options Pricing
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