João Pedro Ruas

Available identifiers

zbMath Open ruas.joao-pedroMaRDI QIDQ781552

List of research outcomes

Publication	Date of Publication	Type
The early exercise boundary under the jump to default extended CEV model	2020-07-17	Paper
Early exercise boundaries for American-style knock-out options	2020-05-27	Paper
Pricing and static hedging of European-style double barrier options under the jump to default extended CEV model	2018-09-19	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: João Pedro Ruas