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Demonstrations 41 - 60 of 73
Hedging the European Put Option
Implied Volatility in Merton's Jump Diffusion Model
Geometric Brownian Motion with Nonuniform Time Grid
The Russian Option: Reduced Regret
Bioeconomics of a Discrete Ricker Model with Delayed Recruitment
Hedging the Black-Scholes Call Option
Maximizing Profit in Ore Mining
Maximizing the Present Value of Resource Rent in a Gordon-Schaefer Model
The Gordon-Schaefer Model
Distribution of Returns from Merton's Jump Diffusion Model
The Black-Scholes European Call Option Formula Corrected Using the Gram-Charlier Expansion
Non-Renewable Resource Economics
Two Jump Diffusion Processes
The Backward-Bending Supply Function in Fisheries
The Esscher Transform of the Densities of a Symmetric NIG Lévy Process
The Meixner Process
Correlated Gamma Variance Processes with Common Subordinator
Stable Distribution Computed with the Zolotarev Integral
The Return Distribution of the Variance Gamma Process
Macroeconomic Effects of Interest Rate Cuts
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