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Demonstrations 1 - 20 of 358
Prospect Theory as a Piecewise Quadratic Value FunctionAdaptive Mesh Trinomial Tree for Vanilla Option PricingTrinomial Tree Option Pricing MethodReal Estate RecessionsForeclosure Regimes
Prospect Theory as a Piecewise Quadratic Value Function
Adaptive Mesh Trinomial Tree for Vanilla Option Pricing
Trinomial Tree Option Pricing Method
Real Estate Recessions
Foreclosure Regimes
Tax DeferralOption Prices under the Fractional Black-Scholes ModelThe Variance Gamma ProcessExpected Returns of the Dow Industrials, Fama-French ModelModeling Return Distributions
Tax Deferral
Option Prices under the Fractional Black-Scholes Model
The Variance Gamma Process
Expected Returns of the Dow Industrials, Fama-French Model
Modeling Return Distributions
The Refinance DecisionThe Facilities Location ProblemProspect Theory: Shape of the Utility FunctionGeske-Johnson MethodEffect of High Expense Charges on an Investment's Net Return
The Refinance Decision
The Facilities Location Problem
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 RatesThe Knaster Inheritance ProcedureKrugman's Model of Increasing Returns and Monopolistic CompetitionLiability Insurance Desirability When Bubbles in a Simple Behavioral Finance Model
Term Structure of Interest Rates
The Knaster Inheritance Procedure
Krugman's Model of Increasing Returns and Monopolistic Competition
Liability Insurance Desirability When "Diminution" Is Unlawful
Bubbles in a Simple Behavioral Finance Model

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