Does model complexity improve pricing accuracy? : the case of CoCos
Christian Koziol, Sebastian Weitz
| Year of publication: |
2021
|
|---|---|
| Authors: | Koziol, Christian ; Weitz, Sebastian Georg |
| Subject: | Contingent convertible bond | CoCo bond | CoCo pricing | Continuous-time derivatives pricing | Model complexity | Test of pricing models | Wandelanleihe | Convertible bond | Optionspreistheorie | Option pricing theory | CAPM | Derivat | Derivative | Anleihe | Bond |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11147-021-09178-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012659679