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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

Abstract: 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).

Date: 2017
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Handle: RePEc:eee:jbfina:v:81:y:2017:i:c:p:20-23