Browsing by Author Ruas, J.

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Issue DateTitleAuthor(s)TypeAccess Type
2024A note on the Gumbel convergence for the Lee and Mykland jump testsNunes, J.; Ruas, J.ArticleOpen Access
2015Pricing and static hedging of American-style knock-in options on defaultable stocksNunes, J.; Ruas, J.; Dias, J. C.ArticleOpen Access