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Convergence of Binomial, Binomial Black-Scholes, and Trinomial Option Pricing MethodsModern Portfolio TheoryThe P&Q ProblemAdaptive Mesh Trinomial Tree for Vanilla Option PricingTrinomial Tree Option Pricing Method
Convergence of Binomial, Binomial Black-Scholes, and Trinomial Option Pricing Methods
Modern Portfolio Theory
The P&Q Problem
Adaptive Mesh Trinomial Tree for Vanilla Option Pricing
Trinomial Tree Option Pricing Method
Real Estate RecessionsForeclosure RegimesTax DeferralOption Prices under the Fractional Black-Scholes ModelExpected Returns of the Dow Industrials, Fama-French Model
Real Estate Recessions
Foreclosure Regimes
Tax Deferral
Option Prices under the Fractional Black-Scholes Model
Expected Returns of the Dow Industrials, Fama-French Model
Modeling Return DistributionsThe Refinance DecisionProspect Theory: Shape of the Utility FunctionGeske-Johnson MethodEffect of High Expense Charges on an Investment's Net Return
Modeling Return Distributions
The Refinance Decision
Prospect Theory: Shape of the Utility Function
Geske-Johnson Method
Effect of High Expense Charges on an Investment's Net Return
Term Structure of Interest RatesKrugman's Model of Increasing Returns and Monopolistic CompetitionLiability Insurance Desirability When Bubbles in a Simple Behavioral Finance ModelOption Prices in Merton's Jump Diffusion Model
Term Structure of Interest Rates
Krugman's Model of Increasing Returns and Monopolistic Competition
Liability Insurance Desirability When "Diminution" Is Unlawful
Bubbles in a Simple Behavioral Finance Model
Option Prices in Merton's Jump Diffusion Model

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