Disentangling price, risk and model risk: V\&R measures (Q1744203): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:44, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Disentangling price, risk and model risk: V\&R measures |
scientific article |
Statements
Disentangling price, risk and model risk: V\&R measures (English)
0 references
16 April 2018
0 references
model risk
0 references
pricing uncertainty
0 references
test functions
0 references
value and risk measures
0 references
law invariant risk measures
0 references
quasi-convex duality
0 references
