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Demonstrations 21 - 33 of 33
Terminal Wealth Optimization with Power and Log Utility
Non-Renewable Resource Economics
Correlated Gamma Variance Processes with Common Subordinator
Maximizing the Present Value of Resource Rent in a Gordon-Schaefer Model
The Return Distribution of the Variance Gamma Process
Implied Volatility in Merton's Jump Diffusion Model
Markov Volatility Random Walks
Option Prices under the Fractional Black-Scholes Model
Option Prices in the Kou Jump Diffusion Model
Asset Allocation
Lévy Measures
Effect of High Expense Charges on an Investment's Net Return
Credit Risk
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