A down-and-out exchange option model with jumps to evaluate firms' default probabilities in Brazil
Claudio Henrique da Silveira Barbedo. Eduardo Facó Lemgruber
Year of publication: |
2009
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Authors: | Barbedo, Claudio Henrique da Silveira ; Lemgruber, Eduardo Facó |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202X. - Vol. 10.2009, 3, p. 179-190
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