Browsing by Subject Early exercise boundary
Showing results 1 to 3 of 3
| Issue Date | Title | Author(s) | Type | Access Type |
|---|---|---|---|---|
| 2020 | The early exercise boundary under the jump to default extended CEV model | Nunes, J. P. V.; Dias, J. C.; Ruas, J. P. | Article | Open Access |
| 2013 | Pricing and static hedging of American-style options under the jump to default extended CEV model | Ruas, J. P.; Dias, J. C.; Nunes, J. | Article | Open Access |
| 31-May-2019 | Three essays on option pricing | Cruz, Aricson César Jesus da | Doctoral Thesis | Open Access |