Pages that link to "Item:Q362040"
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The following pages link to Capturing parameter risk with convex risk measures (Q362040):
Displaying 9 items.
- Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach (Q293596) (← links)
- Affine processes under parameter uncertainty (Q2296126) (← links)
- Model risk of contingent claims (Q4554508) (← links)
- DYNAMIC PROBABILISTIC FORECASTING WITH UNCERTAINTY (Q5061489) (← links)
- MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING (Q5114682) (← links)
- Structural Electricity Models and Asymptotically Normal Estimators to Quantify Parameter Risk (Q5217499) (← links)
- On the calibration of distortion risk measures to bid-ask prices (Q5245461) (← links)
- Uncertainty Quantification of Derivative Instruments (Q5372104) (← links)
- Practice-relevant model validation: distributional parameter risk analysis in financial model risk management (Q6148805) (← links)
