MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING (Q5114682): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1142/s0219024920500120 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3122165245 / rank | |||
Normal rank |
Latest revision as of 10:39, 30 July 2024
scientific article; zbMATH DE number 7214799
Language | Label | Description | Also known as |
---|---|---|---|
English | MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING |
scientific article; zbMATH DE number 7214799 |
Statements
MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING (English)
0 references
25 June 2020
0 references
market risk measurement
0 references
model risk measurement
0 references
contingent claim pricing
0 references
robust representation
0 references
Bayesian analysis
0 references
DCC-GARCH
0 references
0 references
0 references