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  • Search: subject:"American-style knock-in options"
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American-style knock-in options 1 CEV model 1 Default 1 Derivat 1 Derivative 1 Hedging 1 JDCEV model 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Static hedging 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Dias, José Carlos 1 Nunes, Joaõ Pedro Vidal 1 Ruas, João Pedro 1
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Journal of banking & finance 1
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Pricing and static hedging of American-style knock-in options on defaultable stocks
Nunes, Joaõ Pedro Vidal; Ruas, João Pedro; Dias, … - In: Journal of banking & finance 58 (2015), pp. 343-360
Persistent link: https://www.econbiz.de/10011544015
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