Browsing Theses and Dissertations (University of Pretoria) by Postgraduate "Van Biljon, Johannes Barend"
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Browsing Theses and Dissertations (University of Pretoria) 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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