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Browsing by Author "Labuschagne, Coenraad"

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    Pricing European convertible bonds: geometric brownian motion vs. CGMY
    Labuschagne, Coenraad; Offwood, Theresa
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    The Wang transform and option pricing
    Labuschagne, Coenraad; Offwood, Theresa
    Paper presented at Strathmore International Mathematics Research Conference on July 23 - 27, 2012

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