Does model complexity improve pricing accuracy? The case of Cocos (Q2059300)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Does model complexity improve pricing accuracy? The case of Cocos |
scientific article; zbMATH DE number 7444115
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Does model complexity improve pricing accuracy? The case of Cocos |
scientific article; zbMATH DE number 7444115 |
Statements
Does model complexity improve pricing accuracy? The case of Cocos (English)
0 references
13 December 2021
0 references
contingent convertible bond
0 references
CoCo bond
0 references
CoCo pricing
0 references
continuous-time derivatives pricing
0 references
model complexity
0 references
test of pricing models
0 references
