مرکز منطقه ای اطلاع رساني علوم و فناوري - The effects of model errors and market\Imperfections on financial\Institutions writing derivative warrants: Simulation evidence from Taiwan

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 :

From page :

To page :

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 :