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Survival Probability and Intensity Derived from Credit Default Swaps
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Regression Analysis of University Giving Data
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Option Pricing Using Monte Carlo Methods
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Risk Measures Extracted from Option Market Data Using Massively Parallel Computing
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Organization & Analysis of Stock Option Market Data
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Molecular Graph Theory
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A Primal-Dual Approximation Algorithm for the Concurrent Flow Problem
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Restructuring Option Chain Data Sets Using Matlab
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Exploring the optimal Transformation for Volatility
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Sample Size Determination in Auditing Accounts Receivable Using a Zero-Inflated Poisson Model
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