The Early Exercise Boundary Under the Jump to Default Extended CEV Model
Crossref DOI link: https://doi.org/10.1007/s00245-018-9496-7
Published Online: 2018-04-23
Published Print: 2020-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Nunes, João Pedro Vidal
Dias, José Carlos
Ruas, João Pedro
Text and Data Mining valid from 2018-04-23
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Article History
First Online: 23 April 2018