Talk
Pricing and Static Hedging of American Options under the Jump to Default Extended CEV Model
José Carlos Dias (Dias, J.C.); João Nunes (Nunes, J.P.); João Pedro Ruas (Ruas, J. P.);
Event Title
INFORMS Annual Meeting
Year (definitive publication)
2012
Language
English
Country
United States of America
More Information
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Abstract
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Acknowledgements
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Keywords
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Publication Identifiers
ci-pub-9576
Other Publication Details
Yes
Digital
Phoenix, Arizona, USA
Conference
International
Oral Presentation