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A down-and-out exchange option model with jumps to evaluate firms' default probabilities in Brazil
Barbedo, Claudio Henrique da Silveira; Lemgruber, … - In: Emerging markets review 10 (2009) 3, pp. 179-190
Persistent link: https://www.econbiz.de/10009869138
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The effect of bid-ask prices on Brazilian options implied volatility : a case study of telemar call options
Barbedo, Claudio Henrique da Silveira; Lemgruber, … - In: Journal of emerging markets 13 (2008) 1, pp. 18-27
Persistent link: https://www.econbiz.de/10009894136
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Probabilidade de Informação Privilegiada no Mercado de Ações, Liquidez Intra-Diária e Níveis de Governança Corporativa
Henrique Barbedo, Claudio; da Silva, Eduardo Camilo; da … - In: Revista brasileira de economia : RBE ; revista da … 63 (2009) 1, pp. 51-62
Persistent link: https://www.econbiz.de/10008276503