About this scholarly article

Pricing and static hedging of American-style options under the jump to default extended CEV model by Ruas, João Pedro; Dias, José Carlos; Vidal Nunes, João Pedro is a scholarly article available to read on EtoBox.

Author

Ruas, João Pedro; Dias, José Carlos; Vidal Nunes, João Pedro

Publisher

Elsevier Science; Elsevier ; Elsevier BV (ISSN 0378-4266)

Published

2013

Language

EN