Talk
Pricing and Static Hedging of European-style Double Barrier Options under the Jump to Default Extended CEV Model
José Carlos Dias (Dias, J. C.); João Nunes (Nunes, J.); João Ruas (Ruas, J.);
Event Title
8th International Conference of the Portuguese Finance Network
Year (definitive publication)
2014
Language
English
Country
Portugal
More Information
--
Abstract
--
Acknowledgements
--
Keywords