MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING (Q5114682): Difference between revisions

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+HEDGING VOLATILITY RISK: THE EFFECTIVENESS OF VOLATILITY OPTIONS
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+Coherent Measures of Risk
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+Capturing parameter risk with convex risk measures
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+Assessing financial model risk
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+SUPER-HEDGING AMERICAN OPTIONS WITH SEMI-STATIC TRADING STRATEGIES UNDER MODEL UNCERTAINTY
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+SIMPLIFIED HEDGE FOR PATH-DEPENDENT DERIVATIVES
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+Normal rank
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+MEASURING DISTRIBUTION MODEL RISK
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+Handbook of Markov Chain Monte Carlo
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+Empirical properties of asset returns: stylized facts and statistical issues
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+MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
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+An investigation of model risk in a market with jumps and stochastic volatility
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+Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
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+Non-additive measure and integral
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+Model risk of contingent claims
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+Stochastic finance. An introduction in discrete time
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+Q2873072
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+Using simulation methods for bayesian econometric models: inference, development,and communication
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+Robust risk measurement and model risk
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+Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
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+Monte Carlo sampling methods using Markov chains and their applications
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+CREDIT MODELING UNDER JUMP DIFFUSIONS WITH EXPONENTIALLY DISTRIBUTED JUMPS — STABLE CALIBRATION, DYNAMICS AND GAP RISK
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+A simple approach for pricing barrier options with time-dependent parameters
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+Equation of State Calculations by Fast Computing Machines
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+The Bayesian Choice
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+General state space Markov chains and MCMC algorithms
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+Bayesian model selection and model averaging
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