Model risk of contingent claims (Q4554508): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Natalie Packham / rank | |||
| Property / author | |||
| Property / author: Natalie Packham / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3121528318 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 15:39, 19 March 2024
scientific article; zbMATH DE number 6979537
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model risk of contingent claims |
scientific article; zbMATH DE number 6979537 |
Statements
Model risk of contingent claims (English)
0 references
14 November 2018
0 references
model risk
0 references
parameter uncertainty
0 references
hedge error
0 references
value-at-risk
0 references
expected shortfall
0 references
