A data-driven framework for consistent financial valuation and risk measurement (Q2028832)
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scientific article; zbMATH DE number 7354060
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A data-driven framework for consistent financial valuation and risk measurement |
scientific article; zbMATH DE number 7354060 |
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A data-driven framework for consistent financial valuation and risk measurement (English)
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3 June 2021
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finance
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risk management
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data-driven
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nonparametric
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empirical characteristic function
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empirical density
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model-free
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