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Demonstrations 41 - 60 of 377
Fiscal Policy Based on Aggregate Demand
Pricing Put Options with the Implicit Finite-Difference Method
Efficient Total Production through Specialization
Maximizing Profit in Various Market Structures
Pricing Power Options in the Black-Scholes Model
Options: Time Value
Stock Market Returns by Party
Spectral Measures
How Much Should I Reinvest in a Business?
Mean-Reverting Random Walks
Simulating Asset Prices with a GARCH(1,1) Model
Valuation and Management of Bonds
Brownian Motion Path and Maximum Drawdown
Fate of a Long-Term Index Fund Investment According to the S&P 500
Entrepreneurial Calculation and the Interest Rate
Exploring Minimal Models of the Complexity of Security Prices
Fitting the Meixner Distribution to S&P 500 Returns
The Minimal Model of the Complexity of Financial Security Prices
Minimal Model of Simulating Prices of Financial Securities Using an Iterated Finite Automaton
Optimal Consumption Paths
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