The effects of model errors and market imperfections on financial institutions writing derivative warrants : simulation evidence from Taiwan
Huimin Chung; Chin-Shen Lee; Soushan Wu
| Year of publication: |
2002
|
|---|---|
| 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
|
| Subject: | Optionsanleihe | Warrant bond | Unvollkommener Markt | Incomplete market | Taiwan |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001655761