Robust risk measurement and model risk (Q2879011)

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Robust risk measurement and model risk
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    title
    Robust risk measurement and model risk (English)
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    author
    Paul Glasserman
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    Xingbo Xu
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    publication date
    5 September 2014
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    Mathematics Subject Classification ID
    91B30
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    91Gxx
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    62P05
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    zbMATH DE Number
    6340752
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    zbMATH Keywords
    risk measures
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    validation of pricing models
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    derivatives risk management
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    risk management
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    OpenAlex ID
    W3123065937
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    cites work
    Q4496020
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