Model risk of contingent claims (Q4554508)
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scientific article; zbMATH DE number 6979537
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Model risk of contingent claims |
scientific article; zbMATH DE number 6979537 |
Statements
Model risk of contingent claims (English)
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14 November 2018
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model risk
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parameter uncertainty
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hedge error
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value-at-risk
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expected shortfall
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0.7957246899604797
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0.7838892936706543
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0.7801913022994995
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0.7797655463218689
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0.7755271196365356
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