Disentangling price, risk and model risk: V\&R measures (Q1744203): Difference between revisions

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Latest revision as of 11:45, 15 July 2024

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Disentangling price, risk and model risk: V\&R measures
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    Disentangling price, risk and model risk: V\&R measures (English)
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    16 April 2018
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    model risk
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    pricing uncertainty
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    test functions
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    value and risk measures
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    law invariant risk measures
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    quasi-convex duality
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