The effects of model errors and market imperfections on financial institutions writing derivative warrants : simulation evidence from Taiwan
Year of publication: |
2002
|
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Authors: | Chung, Huimin ; Lee, Chin-shen ; Wu, Soushan |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 10.2002, 1, p. 55-75
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Subject: | Optionsanleihe | Warrant bond | Unvollkommener Markt | Incomplete market | Taiwan |
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