The Early Exercise Boundary Under the Jump to Default Extended Cev Model

AuthID
 P-00N-WV8
3
Author(s)
Nunes, JPV
·
Ruas, JP
Tipo de Documento
Article
Year published
2020
Publicado
in APPLIED MATHEMATICS AND OPTIMIZATION, ISSN: 0095-4616
Volume: 82, Número: 1, Páginas: 151-181 (31)
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Publication Identifiers
SCOPUS: 2-s2.0-85045749595
Wos: WOS:000548733700006
Source Identifiers
ISSN: 0095-4616
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