This paper prices (and hedges) American-style options through the static hedge approach (SHP)
proposed by Chung and Shih (2009) and extends the literature in two directions. First, …

This paper develops two novel methodologies for pricing and hedging European-style
barrier option contracts under the jump to default extended constant elasticity of variance (JDCEV…

This paper applies the static hedge portfolio approach (SHP) of Chung et al. (2013) in two
new directions. First, the SHP approach is generalized from the constant elasticity of variance (…

This paper proposes a novel representation for the early exercise boundary of American-style
double knock-out options in terms of the simpler optimal stopping boundary of a nested …

The Lee and Mykland (2008, 2012) nonparametric jump tests have been widely used in the
literature but its critical region is stated with reference to the asymptotic distribution of the …

This paper proves the existence, uniqueness, monotonicity and continuity of the early exercise
boundary attached to American-style standard options under the jump to default extended …

O presente texto é dedicado a todos aqueles protagonistas exteriore O presente texto é
dedicado a todos aqueles protagonistas exteriores a arqueologia que alimentam a sa …

… Ruas, Nunes, and Dias find a solution to this problem that leads to a modified version of in-…
JP Nunes JP Ruas JC Dias “Pricing and Static Hedging of American-Style Knock-in Options …

… 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 …

We developed a video game with the purpose of raising players' awareness for the conciliation
of agriculture with biodiversity in the region of Castro Verde and motivate the players to …