Model Risk and Uncertainty—Illustrated with Examples from Mathematical Finance

DOI10.1007/978-3-319-04486-6_10zbMath1291.91168OpenAlexW86350868MaRDI QIDQ5165624

Karl F. Bannör, Matthias Scherer

Publication date: 30 June 2014

Published in: Risk - A Multidisciplinary Introduction (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-04486-6_10

zbMATH Keywords

model riskconvex risk measureparameter riskrisk-capturing functionalsfinancial market models

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Empirical decision procedures; empirical Bayes procedures (62C12) Actuarial science and mathematical finance (91Gxx)

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