Disentangling price, risk and model risk: V\&R measures (Q1744203): Difference between revisions
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Revision as of 05:31, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Disentangling price, risk and model risk: V\&R measures |
scientific article |
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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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