MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING (Q5114682)
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scientific article; zbMATH DE number 7214799
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING |
scientific article; zbMATH DE number 7214799 |
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MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING (English)
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25 June 2020
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market risk measurement
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model risk measurement
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contingent claim pricing
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robust representation
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Bayesian analysis
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DCC-GARCH
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