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Subject: Default Language: Inglés Document Type: Artículo Year: 2020

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Title: The early exercise boundary under the jump to default extended CEV model
Author: Nunes, J. P. V. / Dias, J. C. / Ruas, J. P.
Language: Inglés
Repository: 73
Subject: American-style options / Early exercise boundary / Default / JDCEV model / Bessel processes / Domínio/Área Científica::Ciências Naturais::Matemáticas

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Title: Pricing double barrier options on homogeneous diffusions: a Neumann series of Bessel functions representation
Author: Kravchenko, I. / Kravchenko, V. V. / Torba, S. M. / Dias, J. C.
Language: Inglés
Repository: 73
Subject: Double barrier options / Default / Neumann series of Bessel functions / Sturm-Liouville equations / Spectral decomposition / Transmutation operators / Domínio/Área Científica::Ciências Sociais::Economia e Gestão

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Title: Moral hazard and default risk of SMEs with collateralized loans
Author: Castillo, J. / Mora, A. / Perote, J.
Language: Inglés
Repository: 21
Subject: Default / Collateral / Moral hazard / Logit / SMEs

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