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

This page was built for person: João Pedro Ruas