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The P&Q ProblemIncremental Tax ModelProspect Theory as a Piecewise Quadratic Value FunctionAdaptive Mesh Trinomial Tree for Vanilla Option PricingTrinomial Tree Option Pricing Method
The P&Q Problem
New this month
Incremental Tax Model
Prospect Theory as a Piecewise Quadratic Value Function
Adaptive Mesh Trinomial Tree for Vanilla Option Pricing
Trinomial Tree Option Pricing Method
Real Estate RecessionsForeclosure RegimesTax DeferralOption Prices under the Fractional Black-Scholes ModelThe Variance Gamma Process
Real Estate Recessions
Foreclosure Regimes
Tax Deferral
Option Prices under the Fractional Black-Scholes Model
The Variance Gamma Process
Expected Returns of the Dow Industrials, Fama-French ModelModeling Return DistributionsThe Refinance DecisionThe Facilities Location ProblemProspect Theory: Shape of the Utility Function
Expected Returns of the Dow Industrials, Fama-French Model
Modeling Return Distributions
The Refinance Decision
The Facilities Location Problem
Prospect Theory: Shape of the Utility Function
Geske-Johnson MethodEffect of High Expense Charges on an Investment's Net ReturnTerm Structure of Interest RatesThe Knaster Inheritance ProcedureKrugman's Model of Increasing Returns and Monopolistic Competition
Geske-Johnson Method
Effect of High Expense Charges on an Investment's Net Return
Term Structure of Interest Rates
The Knaster Inheritance Procedure
Krugman's Model of Increasing Returns and Monopolistic Competition

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