Pages that link to "Item:Q323232"
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The following pages link to An investigation of model risk in a market with jumps and stochastic volatility (Q323232):
Displaying 11 items.
- Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986) (← links)
- Multivariate FX models with jumps: triangles, quantos and implied correlation (Q1753549) (← links)
- A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)
- A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
- Model risk in the over-the-counter market (Q2076856) (← links)
- Smiles \& smirks: volatility and leverage by jumps (Q2076900) (← links)
- VIX derivatives, hedging and vol-of-vol risk (Q2286994) (← links)
- Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios (Q4555154) (← links)
- MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING (Q5114682) (← links)
- EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE (Q5384679) (← links)
- Practice-relevant model validation: distributional parameter risk analysis in financial model risk management (Q6148805) (← links)