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Nunes, J., Dias, J. C. & Ruas, J. (2016). The Early Exercise Boundary under the Jump to Default Extended CEV Model. 9th World Congress of the Bachelier Finance Society.
J. P. Nunes et al., "The Early Exercise Boundary under the Jump to Default Extended CEV Model", in 9th World Congr. of the Bachelier Finance Society, New York / USA, 2016
@misc{nunes2016_1787685222117,
author = "Nunes, J. and Dias, J. C. and Ruas, J.",
title = "The Early Exercise Boundary under the Jump to Default Extended CEV Model",
year = "2016",
howpublished = "Other",
url = ""
}
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