A down-and-out exchange option model with jumps to evaluate firms' default probabilities in Brazil
Year of publication: |
2009
|
---|---|
Authors: | Barbedo, Claudio Henrique da Silveira ; Lemgruber, Eduardo Facó |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 10.2009, 3, p. 179-190
|
Subject: | Aktienmarkt | Stock market | Optionsanleihe | Warrant bond | Optionspreistheorie | Option pricing theory | Brasilien | Brazil |
-
Lu, Yinqiu, (2005)
-
Market risk and volatility in the Brazilian stock market
Yoshino, Joe Akira, (2003)
-
Stochastic volatility and option pricing in the Brazilian stock market : an empirical investigation
Almeida, Caio, (2005)
- More ...
-
Barbedo, Claudio Henrique da Silveira, (2008)
-
An easy way to extract actual statistical measures from derivatives pricing models
Barbedo, Claudio Henrique da Silveira, (2009)
-
Barbedo, Claudio Henrique da Silveira, (2007)
- More ...