Robust risk measurement and model risk

DOI10.1080/14697688.2013.822989zbMath1294.91076OpenAlexW3123065937MaRDI QIDQ2879011

Xingbo Xu, Paul Glasserman

Publication date: 5 September 2014

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2013.822989

zbMATH Keywords

risk measuresrisk managementderivatives risk managementvalidation of pricing models

Mathematics Subject Classification ID

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