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Demonstrations 61 - 80 of 377
Maximizing a Bermudan Put with Two Early-Exercise Temporal Points
American Options on Assets with Dividends Near Expiry
Incremental Tax Model
Pricing American Options with the Two- and Three-Point Maximum Methods
Adaptive Mesh Relocation-Refinement (AMrR) on Kim's Method for Options Pricing
Geske-Johnson Method
VaR Methods
A Canonical Optimal Stopping Problem for American Options
Nonuniqueness of Option Pricing Under the Meixner Model
A Model Illustrating Multiple Interest Rate Analysis (MIRA)
Tilley's Bundling Algorithm
Trader Dynamics in Minimal Models of Financial Complexity
Kim's Method with Nonuniform Time Grid for Pricing American Options
American Capped Call Options with Exponential Cap
Convergence of Binomial Option Pricing under Nonconstant Volatility
European Binomial Option Pricing with Nonconstant Volatility
Trinomial Tree Option Pricing Method
African GDP Outliers
Implied Volatility in the Variance Gamma Model
Generalized Hyperbolic Distribution
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