Pricing and Static Hedging of European-Style Double Barrier Options Under the Jump to Default Extended Cev Model

AuthID
 P-00G-X0S
3
Author(s)
Nunes, JPV
·
Ruas, JP
Document Type
Article
Year published
2015
Published
in QUANTITATIVE FINANCE, ISSN: 1469-7688
Volume: 15, Issue: 12, Pages: 1995-2010 (16)
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Scopus®
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Publication Identifiers
Scopus: 2-s2.0-84947869846
Wos: WOS:000365285800002
Source Identifiers
ISSN: 1469-7688
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