In-Out Parity Relations for American-Style Barrier Options 3.91
João Pedro Ruas, João Pedro Vidal Nunes, José Carlos Dias
Journal Of Derivatives, vol. 23, 2016, p. 20-32.

Pricing and Static Hedging of American-Style Knock-In Options on Defaultable Stocks 12.52
João Pedro Vidal Nunes, João Pedro Ruas, José Carlos Dias
Journal of Banking and Finance, vol. 58, 2015, p. 343-360.

Pricing and Static Hedging of European-Style Double Barrier Options under the Jump to Default Extended CEV Model 7.44
José Carlos Dias, João Pedro Vidal Nunes, João Pedro Ruas
Quantitative Finance, vol. 15, 2015, p. 1995-2010.

Pricing and Static Hedging of American-Style Options under the Jump to Default Extended CEV Model 12.52
João Pedro Vidal Nunes, José Carlos Dias, João Pedro Ruas
Journal of Banking and Finance, vol. 37, 2013, p. 4059-4072.