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Article
Title:
Pricing and Static Hedging of American-Style Options under the Jump to Default Extended CEV Model: Erratum
Authors:
João Pedro Vidal Nunes
(
ISCTE - Instituto Universitário de Lisboa
)
João Pedro Ruas
(
Bank of Portugal
,
ISCTE - Instituto Universitário de Lisboa
)
José Carlos Dias
(
ISCTE - Instituto Universitário de Lisboa
)
Journal:
Journal of Banking and Finance
Year:
2017
Volume:
81
Pages:
20-23
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