Model risk in the over-the-counter market
Emese Lazar, Shuyuan Qi
| Year of publication: |
2022
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|---|---|
| Authors: | Lazar, Emese ; Qi, Shuyuan |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 298.2022, 2 (16.4.), p. 769-784
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| Subject: | Forward starting option | Model risk | Risk management | Robustness and sensitivity analysis | Variance swap | Risikomanagement | Risiko | Risk | OTC-Handel | OTC market | Optionsgeschäft | Option trading | Sensitivitätsanalyse | Sensitivity analysis | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Swap | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.07.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013206897