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A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA) 
Ruas, J. P., Nunes, J. P. V. & Dias, J. C. (2016). In-out parity relations for American-style barrier options. Journal of Derivatives. 23 (4), 20-32
Exportar Referência (IEEE) 
J. P. Ruas et al.,  "In-out parity relations for American-style barrier options", in Journal of Derivatives, vol. 23, no. 4, pp. 20-32, 2016
Exportar BibTeX 
@article{ruas2016_1732418413378,
	author = "Ruas, J. P. and Nunes, J. P. V. and Dias, J. C.",
	title = "In-out parity relations for American-style barrier options",
	journal = "Journal of Derivatives",
	year = "2016",
	volume = "23",
	number = "4",
	doi = "10.3905/jod.2016.23.4.020",
	pages = "20-32",
	url = "http://www.iijournals.com/doi/abs/10.3905/jod.2016.23.4.020"
}
Exportar RIS 
TY  - JOUR
TI  - In-out parity relations for American-style barrier options
T2  - Journal of Derivatives
VL  - 23
IS  - 4
AU  - Ruas, J. P.
AU  - Nunes, J. P. V.
AU  - Dias, J. C.
PY  - 2016
SP  - 20-32
SN  - 1074-1240
DO  - 10.3905/jod.2016.23.4.020
UR  - http://www.iijournals.com/doi/abs/10.3905/jod.2016.23.4.020
AB  - The classic in-out parity relation establishes that the sum of European-style knock-in and knock-out barrier option prices is equal to the price of a standard European-style option. In the literature, however, it is commonly argued that such a barrier parity relationship cannot be applied to American-style barrier options. In this article, we derive novel in-out parity relations for American-style single-barrier options and show that the missing link between knock-in, knock-out, and standard options is simply the value of a non-deferrable rebate. Our results are tested through an extensive numerical analysis run under both the geometric Brownian motion and constant elasticity of variance architecture modeling setups.
ER  -