Measures of model risk for continuous-time finance models
Emese Lazar, Shuyuan Qi, and Radu Tunaru
| Year of publication: |
2024
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|---|---|
| Authors: | Lazar, Emese ; Qi, Shuyuan ; Tunaru, Radu |
| Subject: | Levy models | MCMC | model specification risk | parameter estimation risk | stochastic volatility | Risiko | Risk | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Modellierung | Scientific modelling | CAPM | Monte-Carlo-Simulation | Monte Carlo simulation | Risikomanagement | Risk management |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbae001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015338808