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Demonstrations 21 - 40 of 73
Brownian Motion Path and Maximum Drawdown
Adaptive Mesh Relocation-Refinement (AMrR) on Kim's Method for Options Pricing
Expected Returns of the Dow Industrials, Beta Model
Binary Options: Pricing and Greeks
Options Board Using Black-Scholes Prices
European Option Prices and Greeks in 3D
Black-Scholes Option Model
Option Prices in Merton's Jump Diffusion Model
Pricing Power Options in the Black-Scholes Model
A Canonical Optimal Stopping Problem for American Options
Expected Returns of the Dow Industrials, Fama-French Model
European Option Greeks
Option Prices under the Fractional Black-Scholes Model
Pricing a Bermudan Option with the Longstaff-Schwartz Monte Carlo Method
Option Prices in the Kou Jump Diffusion Model
The Difference between European Option Prices in the Black-Scholes and NIG Models Computed with the DFT
Robustness of the Longstaff-Schwartz LSM Method of Pricing American Derivatives
Asset Allocation
Binomial Tree
Early Exercise of American Options
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