Coenraad C. A. Labuschagne

According to our database, Coenraad C. A. Labuschagne authored at least 7 papers between 2006 and 2015.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2015

An Overview of the Black-Scholes-Merton Model After the 2008 Credit Crisis.

Chadd B. Hunzinger, Coenraad C. A. Labuschagne

Proceedings of the Econometrics of Risk, 2015

2014

Valuation of Interest Rate Derivatives under CSA Discounting.

Amy R. Daniels, Coenraad C. A. Labuschagne, Theresa M. Offwood-le Roux

Proceedings of the Modeling Dependence in Econometrics, 2014

2011

Pricing Convertible Bonds Using the CGMY Model.

Coenraad C. A. Labuschagne, Theresa M. Offwood

Proceedings of the Nonlinear Mathematics for Uncertainty and its Applications, 2011

On Spaces of Bochner and Pettis Integrable Functions and Their Set-Valued Counterparts.

Coenraad C. A. Labuschagne, Valeria Marraffa

Proceedings of the Nonlinear Mathematics for Uncertainty and its Applications, 2011

2008

Positive parts of convergent fuzzy set-valued martingales.

Coenraad C. A. Labuschagne

Int. J. Autom. Control., 2008

2006

The set of fuzzy points of a fuzzy vector lattice is not a vector lattice.

Coenraad C. A. Labuschagne, Andrew L. Pinchuck

Fuzzy Sets Syst., 2006

Measure-Free Martingales with Application to Classical Martingales.

S. F. Cullender, Wen-Chi Kuo, Coenraad C. A. Labuschagne, B. A. Watson

Proceedings of the Soft Methods for Integrated Uncertainty Modelling, 2006