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Subject: Default Document Type: Artículo Year: 2019 Language: Inglés

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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

Acceder
Title: Pricing and static hedging of American-style knock-in options on defaultable stocks
Author: Nunes, J. / Ruas, J. / Dias, J. C.
Language: Inglés
Repository: 73
Subject: American-style knock-in options / Default / Static hedging / CEV model / JDCEV model / Domínio/Área Científica::Ciências Sociais::Economia e Gestão

Acceder
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

Acceder
Title: Owner liability and financial reporting information as predictors of firm default in bank loans
Author: Bhimani, A. / Gulamhussen, M. A. / Lopes, S. R.
Language: Inglés
Repository: 73
Subject: Business law / Firm performance / Accounting information / Ownership / Default / K22 / L25 / M41 / G32 / G39 / Domínio/Área Científica::Ciências Sociais::Economia e Gestão

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