Why doesn't the Black- Scholes Model fit Japanese warrants and convertible bonds?
Year of publication: |
2000
|
---|---|
Authors: | Kuwahara, Hiroto ; Marsh, Terry Alan |
Published in: |
International review of finance. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1369-412X, ZDB-ID 2010708-0. - Vol. 1.2000, 3, p. 195-227
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Wandelanleihe | Convertible bond | Optionsanleihe | Warrant bond | Theorie | Theory | Japan |
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