Incorporating views on marginal distributions in the calibration of risk models (Q1785320)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Incorporating views on marginal distributions in the calibration of risk models |
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Incorporating views on marginal distributions in the calibration of risk models (English)
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28 September 2018
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model selection
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I-divergence minimization
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portfolio modeling
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options pricing
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