1

Robustness and sensitivity analysis of risk measurement procedures

Year:
2010
Language:
english
File:
PDF, 343 KB
english, 2010
2

Loss-based risk measures

Year:
2013
Language:
english
File:
PDF, 350 KB
english, 2013
3

EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS

Year:
2012
Language:
english
File:
PDF, 890 KB
english, 2012
14

Robustness and Sensitivity Analysis of Risk Measurement Procedures

Year:
2008
Language:
english
File:
PDF, 300 KB
english, 2008