Pricing and static hedging of American-style options under the jump to default extended CEV model
| Year of publication: |
2013
|
|---|---|
| Authors: | Ruas, João Pedro ; Dias, José Carlos ; Vidal Nunes, João Pedro |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 11, p. 4059-4072
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