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Dias, J. C., Nunes, J. & Ruas, J. (2014). Pricing and Static Hedging of European-style Double Barrier Options under the Jump to Default Extended CEV Model. 8th International Conference of the Portuguese Finance Network.
J. C. Dias et al., "Pricing and Static Hedging of European-style Double Barrier Options under the Jump to Default Extended CEV Model", in 8th Int. Conf. of the Portuguese Finance Network, Vilamoura, 2014
@misc{dias2014_1765575951683,
author = "Dias, J. C. and Nunes, J. and Ruas, J.",
title = "Pricing and Static Hedging of European-style Double Barrier Options under the Jump to Default Extended CEV Model",
year = "2014",
howpublished = "Other",
url = ""
}
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