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

AuthID
 P-008-D49
3
Author(s)
Ruas, JP
·
Nunes, JPV
Tipo de Documento
Article
Year published
2013
Publicado
in JOURNAL OF BANKING & FINANCE, ISSN: 0378-4266
Volume: 37, Número: 11, Páginas: 4059-4072 (14)
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Publication Identifiers
SCOPUS: 2-s2.0-84882739000
Wos: WOS:000326212100005
Source Identifiers
ISSN: 0378-4266
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