Model risk of contingent claims (Q4554508): Difference between revisions

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Latest revision as of 10:06, 17 July 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)
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    14 November 2018
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    model risk
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    parameter uncertainty
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    hedge error
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    value-at-risk
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    expected shortfall
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