Does model complexity improve pricing accuracy? : the case of CoCos

DSpace Repository

Does model complexity improve pricing accuracy? : the case of CoCos

Author: Koziol, Christian; Weitz, Sebastian Georg
Tübinger Autor(en):
Koziol, Christian
Weitz, Sebastian Georg
Published in: Review of derivatives research - Dordrecht [u.a.] : Springer Science + Business Media B.V (2021), Bd. 24, H. 3, S. 261-284
Language: English
Full text: https://doi.org/10.1007/s11147-021-09178-4
Dokumentart: Article
Reference: 1777120306
Show full item record

This item appears in the following Collection(s)