Estimating the Value of the Wincat Coupons of the Winterthur Insurance Convertible Bond: A Study of the Model Risk1

Publisher: Cambridge University Press

E-ISSN: 1783-1350|29|1|101-163

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.29, Iss.1, 1999-05, pp. : 101-163

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Abstract