Exportar Publicação

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) 
Nunes, J. P. V., Dias, J. C. & Ruas, J. P. (2020). The early exercise boundary under the jump to default extended CEV model. Applied Mathematics and Optimization. 82 (1), 151-181
Exportar Referência (IEEE) 
J. P. Nunes et al.,  "The early exercise boundary under the jump to default extended CEV model", in Applied Mathematics and Optimization, vol. 82, no. 1, pp. 151-181, 2020
Exportar BibTeX 
@article{nunes2020_1724520167597,
	author = "Nunes, J. P. V. and Dias, J. C. and Ruas, J. P.",
	title = "The early exercise boundary under the jump to default extended CEV model",
	journal = "Applied Mathematics and Optimization",
	year = "2020",
	volume = "82",
	number = "1",
	doi = "10.1007/s00245-018-9496-7",
	pages = "151-181",
	url = "https://link.springer.com/article/10.1007%2Fs00245-018-9496-7"
}
Exportar RIS 
TY  - JOUR
TI  - The early exercise boundary under the jump to default extended CEV model
T2  - Applied Mathematics and Optimization
VL  - 82
IS  - 1
AU  - Nunes, J. P. V.
AU  - Dias, J. C.
AU  - Ruas, J. P.
PY  - 2020
SP  - 151-181
SN  - 0095-4616
DO  - 10.1007/s00245-018-9496-7
UR  - https://link.springer.com/article/10.1007%2Fs00245-018-9496-7
AB  - This paper proves the existence, uniqueness, monotonicity and continuity of the early exercise boundary attached to American-style standard options under the jump to default extended constant elasticity of variance model of Carr and Linetsky (Financ Stoch 10(3):303–330, 2006).
ER  -