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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.
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
@misc{dias2012_1732203026555, 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 = "" }