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)
Dias, J.C., Nunes, J.P. & Ruas, J. P. (2012). Pricing and Static Hedging of American Options under the Jump to Default Extended CEV Model. INFORMS Annual Meeting.
Exportar Referência (IEEE)
J. C. Dias et al.,  "Pricing and Static Hedging of American Options under the Jump to Default Extended CEV Model", in INFORMS Annu. Meeting, Phoenix, Arizona, USA, 2012
Exportar BibTeX
@misc{dias2012_1714011266867,
	author = "Dias, J.C. and Nunes, J.P. and Ruas, J. P.",
	title = "Pricing and Static Hedging of American Options under the Jump to Default Extended CEV Model",
	year = "2012",
	howpublished = "Digital",
	url = ""
}
Exportar RIS
TY  - CPAPER
TI  - Pricing and Static Hedging of American Options under the Jump to Default Extended CEV Model
T2  - INFORMS Annual Meeting
AU  - Dias, J.C.
AU  - Nunes, J.P.
AU  - Ruas, J. P.
PY  - 2012
CY  - Phoenix, Arizona, USA
ER  -