Volatility model risk measurement and against worst case volatilities
Journal de la société française de statistique (2000)
- Volume: 141, Issue: 1-2, page 73-86
- ISSN: 1962-5197
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topRisklab project in model risk. "Volatility model risk measurement and against worst case volatilities." Journal de la société française de statistique 141.1-2 (2000): 73-86. <http://eudml.org/doc/198540>.
@article{Risklabprojectinmodelrisk2000,
author = {Risklab project in model risk},
journal = {Journal de la société française de statistique},
language = {eng},
number = {1-2},
pages = {73-86},
publisher = {Société française de statistique},
title = {Volatility model risk measurement and against worst case volatilities},
url = {http://eudml.org/doc/198540},
volume = {141},
year = {2000},
}
TY - JOUR
AU - Risklab project in model risk
TI - Volatility model risk measurement and against worst case volatilities
JO - Journal de la société française de statistique
PY - 2000
PB - Société française de statistique
VL - 141
IS - 1-2
SP - 73
EP - 86
LA - eng
UR - http://eudml.org/doc/198540
ER -
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