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Demonstrations 241 - 260 of 365
Implied Volatility in the Variance Gamma Model
Expected Utility: Optimal Asset Investment
Stock Price Envelopes
Land Use with Contract
Barrier Option Pricing within the Black-Scholes Model
Insurer Assessments with Tax Credits
Expected Utility: Optimal Insurance
The Return Distribution of the Variance Gamma Process
Terminal Wealth Optimization with Power and Log Utility
Optimization of Cobb-Douglas Function
Minimal Model of Simulating Prices of Financial Securities Using an Iterated Finite Automaton
The Poisson Process
Assessor Model for Simulated Test Markets
Robustness of the Longstaff-Schwartz LSM Method of Pricing American Derivatives
Volatility Surface in the Heston Model
Pricing a Bermudan Option with the Longstaff-Schwartz Monte Carlo Method
Hedging the European Put Option
Distribution of Returns from Merton's Jump Diffusion Model
Pricing Power Options in the Black-Scholes Model
The Itô Integral and Itô's Lemma
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