The effects of model errors and market imperfections on financial institutions writing derivative warrants: Simulation evidence from Taiwan
| Year of publication: |
2002
|
|---|---|
| Authors: | Chung, Huimin ; Lee, Chin-Shen ; Wu, Soushan |
| Published in: |
Pacific-Basin Finance Journal. - Elsevier, ISSN 0927-538X. - Vol. 10.2002, 1, p. 55-75
|
| Publisher: |
Elsevier |