Model Risk and Uncertainty—Illustrated with Examples from Mathematical Finance (Q5165624)
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scientific article; zbMATH DE number 6310045
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model Risk and Uncertainty—Illustrated with Examples from Mathematical Finance |
scientific article; zbMATH DE number 6310045 |
Statements
Model Risk and Uncertainty—Illustrated with Examples from Mathematical Finance (English)
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30 June 2014
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financial market models
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parameter risk
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model risk
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risk-capturing functionals
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convex risk measure
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