A down-and-out exchange option model with jumps to evaluate firms' default probabilities in Brazil

✍ Scribed by Claudio Henrique da Silveira Barbedo; Eduardo Facó Lemgruber

• Book ID: 116445675
• Publisher: Elsevier Science
• Year: 2009
• Tongue: English
• Weight: 183 KB
• Volume: 10
• Category: Article
• ISSN: 1566-0141
• DOI: 10.1016/j.ememar.2009.05.001