Theresa M. Offwood-le Roux

According to our database1, Theresa M. Offwood-le Roux authored at least 2 papers between 2011 and 2014.

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Bibliography

2014
Valuation of Interest Rate Derivatives under CSA Discounting.
Proceedings of the Modeling Dependence in Econometrics, 2014

2011
Pricing Convertible Bonds Using the CGMY Model.
Proceedings of the Nonlinear Mathematics for Uncertainty and its Applications, 2011


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