Browsing by Subject JDCEV model
Showing results 1 to 8 of 8
| Issue Date | Title | Author(s) | Type | Access Type |
| 16-May-2017 | Algorithms for improving the efficiency of CEV, CIR and JDCEV option pricing models | Sousa, Pedro Filipe Botelho Negrão de | Master Thesis | Open Access |
| 12-May-2022 | Barrier options and dynamic debt | Reis, João Miguel Mendes dos | Doctoral Thesis | Open Access |
| 2020 | The early exercise boundary under the jump to default extended CEV model | Nunes, J. P. V.; Dias, J. C.; Ruas, J. P. | Article | Open Access |
| 28-Apr-2017 | Essays on option pricing, with applications on interest rates, equities and credit derivatives | Prazeres, Pedro Miguel Silva | Doctoral Thesis | Open Access |
| 2015 | Pricing and static hedging of American-style knock-in options on defaultable stocks | Nunes, J.; Ruas, J.; Dias, J. C. | Article | Open Access |
| 2013 | Pricing and static hedging of American-style options under the jump to default extended CEV model | Ruas, J. P.; Dias, J. C.; Nunes, J. | Article | Open Access |
| 2015 | Pricing and static hedging of european-style double barrier options under the jump to default extended CEV model | Dias, J. C.; Nunes, J. P. V.; Ruas, J. P. | Article | Embargoed Access |
| 2013 | Three essays on the valuation of American-style options | Ruas, João Pedro Bento | Doctoral Thesis | Open Access |
