Errata for the article “Pricing and static hedging of American-style options under the jump to default extended CEV model”
João Pedro Vidal Nunes,
João Pedro Ruas and
José Carlos Dias
Journal of Banking & Finance, 2017, vol. 81, issue C, 20-23
This errata corrects an error in Ruas et al. (2013, Equation 27) and updates the numerical results contained in Ruas et al. (2013, Tables 4 and 5). The material provided here is meant to be read strictly in conjunction with Ruas et al. (2013).
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