An investigation of model risk in a market with jumps and stochastic volatility (Q323232): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.ejor.2016.03.018 / rank
 
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Latest revision as of 16:17, 12 July 2024

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An investigation of model risk in a market with jumps and stochastic volatility
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    An investigation of model risk in a market with jumps and stochastic volatility (English)
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    7 October 2016
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    risk management
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    model risk
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    robustness and sensitivity analysis
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    variance swap
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    forward-start option
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