DYNAMIC PROBABILISTIC FORECASTING WITH UNCERTAINTY (Q5061489)
From MaRDI portal
scientific article; zbMATH DE number 7488281
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DYNAMIC PROBABILISTIC FORECASTING WITH UNCERTAINTY |
scientific article; zbMATH DE number 7488281 |
Statements
DYNAMIC PROBABILISTIC FORECASTING WITH UNCERTAINTY (English)
0 references
11 March 2022
0 references
probability density
0 references
model uncertainty
0 references
risk measure
0 references
volatility
0 references
option prices
0 references
stochastic processes in Banach space
0 references
0 references
