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Autor:
Ito, Fabio Yoshikazu
Publikováno v:
Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV
Fundação Getulio Vargas (FGV)
instacron:FGV
The Merton (1976) model calculates the option price considering jumps on the security price, for our work we are going to use a special case where the security price goes immediately to zero (Jump to Ruin). One parameter to calculate the option price
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3056::c064dfcc458b379a99d5db9330a9a750
