A new approach to the quantification of model risk for practitioners
Zuzana Krajčovičová, Pedro Pablo Pérez-Velasco and Carlos Vázquez
| Year of publication: |
2019
|
|---|---|
| Authors: | Krajčovičová, Zuzana ; Pérez-Velasco, Pedro Pablo ; Vázquez, Carlos |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 23.2019, 2, p. 1-28
|
| Subject: | model-risk | uncertainty | Fisher-Rao information metric | model manifold | exponential map | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCF.2019.371 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012111255