The following pages link to Model risk of contingent claims (Q4554508):
Displaying 8 items.
- An investigation of model risk in a market with jumps and stochastic volatility (Q323232) (← links)
- Background risk and the demand for state-contingent claims (Q1424211) (← links)
- Assessing the impact of jumps in an option pricing model: a gradient estimation approach (Q2076852) (← links)
- Model risk in the over-the-counter market (Q2076856) (← links)
- A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
- (Q2992259) (← links)
- MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING (Q5114682) (← links)
- Hedging cryptocurrency options (Q6154211) (← links)