"Pricing Convertible Bonds Using the CGMY Model."

Coenraad C. A. Labuschagne, Theresa M. Offwood (2011)

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DOI: 10.1007/978-3-642-22833-9_27

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-26

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Coenraad C. A. Labuschagne, Theresa M. Offwood:
Pricing Convertible Bonds Using the CGMY Model. NL-MUA 2011: 231-238

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