Browsing University of Pretoria: Research Output by Postgraduate "Van Biljon, Johannes Barend"
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Browsing University of Pretoria: Research Output by Postgraduate "Van Biljon, Johannes Barend"
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(University of Pretoria, 2014)The Binomial option pricing model plays an integral role in modern nance due to its simplicity to implement and pedagogical value. There are two ways of extending the Binomial model on one source of underlying risk. The ...
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