Model Risk in Finance: Some Modeling and Numerical Analysis Issues
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Publication:3631183
DOI10.1016/S1570-8659(08)00001-xzbMath1180.91324OpenAlexW97308356MaRDI QIDQ3631183
Publication date: 5 June 2009
Published in: Special Volume: Mathematical Modeling and Numerical Methods in Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s1570-8659(08)00001-x
Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Financial applications of other theories (91G80) Stochastic games, stochastic differential games (91A15)