Article

Title:
Pricing and Static Hedging of American-Style Knock-In Options on Defaultable Stocks
Journal:
Journal of Banking and Finance
Year:
2015
Volume:
58
Pages:
343-360
JEL codes:
G11 - Portfolio Choice; Investment Decisions
G13 - Contingent Pricing; Futures Pricing
DOI:
10.1016/j.jbankfin.2015.05.003
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