Pricing and Static Hedging of American-Style Options Under the Jump to Default Extended Cev Model

AuthID
 P-008-D49
3
Author(s)
Document Type
Article
Year published
2013
Published
in JOURNAL OF BANKING & FINANCE, ISSN: 0378-4266
Volume: 37, Issue: 11, Pages: 4059-4072 (14)
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Wos®
Scopus®
Crossref®8
Google Scholar®
Publication Identifiers
Scopus: 2-s2.0-84882739000
Wos: WOS:000326212100005
Source Identifiers
ISSN: 0378-4266
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