Does model complexity improve pricing accuracy? The case of Cocos (Q2059300)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Does model complexity improve pricing accuracy? The case of Cocos |
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Does model complexity improve pricing accuracy? The case of Cocos (English)
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13 December 2021
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contingent convertible bond
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CoCo bond
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CoCo pricing
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continuous-time derivatives pricing
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model complexity
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test of pricing models
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