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 13434202. - Vol. 10.2002, 1, p. 55-76
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