A data-driven framework for consistent financial valuation and risk measurement (Q2028832)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A data-driven framework for consistent financial valuation and risk measurement |
scientific article |
Statements
A data-driven framework for consistent financial valuation and risk measurement (English)
0 references
3 June 2021
0 references
finance
0 references
risk management
0 references
data-driven
0 references
nonparametric
0 references
empirical characteristic function
0 references
empirical density
0 references
model-free
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
