Disentangling price, risk and model risk: V\&R measures (Q1744203)
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scientific article
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| 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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0.8054352402687073
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0.7685104012489319
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0.7521343231201172
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0.7379462122917175
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0.7345823645591736
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