Talk
The Early Exercise Boundary under the Jump to Default Extended CEV Model
João Nunes (Nunes, J.); José Carlos Dias (Dias, J. C.); João Ruas (Ruas, J.);
Event Title
9th World Congress of the Bachelier Finance Society
Year (definitive publication)
2016
Language
English
Country
United States of America
More Information
--
Abstract
--
Acknowledgements
--
Keywords
Publication Identifiers
ci-pub-31675
Other Publication Details
Yes
Other
New York / USA
Conference
International
Oral Presentation