Model risk in the over-the-counter market (Q2076856)
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scientific article; zbMATH DE number 7478851
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Model risk in the over-the-counter market |
scientific article; zbMATH DE number 7478851 |
Statements
Model risk in the over-the-counter market (English)
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22 February 2022
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risk management
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robustness and sensitivity analysis
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forward starting option
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variance swap
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model risk
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0.8279843926429749
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0.7797655463218689
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0.7563818693161011
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0.7483741641044617
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0.7440352439880371
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