The following pages link to Assessing financial model risk (Q2630108):
Displayed 24 items.
- Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach (Q293596) (← links)
- A new elementary geometric approach to option pricing bounds in discrete time models (Q320923) (← links)
- An investigation of model risk in a market with jumps and stochastic volatility (Q323232) (← links)
- Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986) (← links)
- Marshall-Olkin type copulas generated by a global shock (Q898985) (← links)
- Large deviations for risk measures in finite mixture models (Q1641144) (← links)
- Disentangling price, risk and model risk: V\&R measures (Q1744203) (← links)
- Multivariate FX models with jumps: triangles, quantos and implied correlation (Q1753549) (← links)
- Model risk in the over-the-counter market (Q2076856) (← links)
- Range value-at-risk bounds for unimodal distributions under partial information (Q2212135) (← links)
- A one-sided Vysochanskii-Petunin inequality with financial applications (Q2239880) (← links)
- Comonotonic asset prices in arbitrage-free markets (Q2279857) (← links)
- Affine processes under parameter uncertainty (Q2296126) (← links)
- Model-free bounds on value-at-risk using extreme value information and statistical distances (Q2415965) (← links)
- Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios (Q4555154) (← links)
- TAMING UNCERTAINTY: THE LIMITS TO QUANTIFICATION (Q4563758) (← links)
- Model Uncertainty in a Holistic Perspective (Q4976499) (← links)
- DISCRETIZATION PROCESSING OF FINANCIAL RISK MANAGEMENT USING STOCHASTIC DIFFERENTIAL EQUATION SIMULATION METHOD (Q5070768) (← links)
- Quantification of model risk that is caused by model misspecification (Q5073380) (← links)
- MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING (Q5114682) (← links)
- The impact of correlation on (Range) Value-at-Risk (Q6114644) (← links)
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness (Q6114933) (← links)
- An elementary proof of the dual representation of expected shortfall (Q6146112) (← links)
- Practice-relevant model validation: distributional parameter risk analysis in financial model risk management (Q6148805) (← links)