• Title of article

    The effects of model errors and market\Imperfections on financial\Institutions writing derivative warrants: Simulation evidence from Taiwan

  • Author/Authors

    Huimin Chung، نويسنده , , Chin-Shen Lee، نويسنده , , Soushan Wu، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2002
  • Pages
    21
  • From page
    55
  • To page
    75
  • Keywords
    Derivative warrants , Market\Imperfections , Up-and-out call , Model risk
  • Journal title
    Pacific-Basin Finance Journal
  • Serial Year
    2002
  • Journal title
    Pacific-Basin Finance Journal
  • Record number

    249316

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=249316