Errata for the article “Pricing and static hedging of American-style options under the jump to default extended CEV model”

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).