The following pages link to João Pedro Ruas (Q781552):
Displaying 3 items.
- The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
- Early exercise boundaries for American-style knock-out options (Q2183887) (← links)
- Pricing and static hedging of European-style double barrier options under the jump to default extended CEV model (Q4683115) (← links)