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Demonstrations 41 - 60 of 361
A Recursive Integration Method for Options Pricing
Hotelling Model of Product Quality Differentiation
Fate of a Long-Term Index Fund Investment According to the S&P 500
Laplace Distribution in Fluctuating Stock Index Records
Fiscal Policy Based on Aggregate Demand
Oil Mallee Farming Optimization Problem
Adaptive Mesh Relocation-Refinement (AMrR) on Kim's Method for Options Pricing
Individual versus Market Demand
The Black-Scholes European Call Option Formula Corrected Using the Gram-Charlier Expansion
Expected Returns of the Dow Industrials, Beta Model
Kim's Method with Nonuniform Time Grid for Pricing American Options
Geometric Brownian Motion with Nonuniform Time Grid
Kim's Method for Pricing American Options
Stock Market Crossover
Binomial Black-Scholes with Richardson Extrapolation (BBSR) Method
Pricing American Options with the Lower-Upper Bound Approximation (LUBA) Method
American Options on Assets with Dividends Near Expiry
Hold-or-Exercise for an American Put Option
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