A Methodology for Assessing Model Risk and its Application to the Implied Volatility Function Model
| Year of publication: |
2002
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| Authors: | Hull, John ; Suo, Wulin |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 37.2002, 2, p. 297-318
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