Talk
Repeated Richardson Extrapolation and Static Hedging of Barrier Options under the JDCEV Model
José Carlos Dias (Dias, J. C.); João Ildefonso (Ildefonso, J.); João Nunes (Nunes, J.); João Ruas (Ruas, J.);
Event Title
11th International Conference of the Portuguese Finance Network
Year (definitive publication)
2021
Language
English
Country
Portugal
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Abstract
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Acknowledgements
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Keywords
Publication Identifiers
ci-pub-85727
Other Publication Details
Yes
Braga
Conference
International
Oral Presentation