The Early Exercise Boundary Under the Jump to Default...

  • Main
  • 2018 / 4
  • The Early Exercise Boundary Under the Jump to Default...
Applied Mathematics & Optimization 2018 / 4

The Early Exercise Boundary Under the Jump to Default Extended CEV Model

Nunes, João Pedro Vidal, Dias, José Carlos, Ruas, João Pedro
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Language:
english
Journal:
Applied Mathematics & Optimization
DOI:
10.1007/s00245-018-9496-7
Date:
April, 2018
File:
PDF, 646 KB
english, 2018
Conversion to is in progress
Conversion to is failed