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Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models
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The 15 checked references that resolve
resolves10.1111/j.2517-6161.1966.tb00626.x
A General Class of Coefficients of Divergence of One Distribution from Another
resolves10.1111/mafi.12203
Computational aspects of robust optimized certainty equivalents and option pricing
resolves10.1016/j.jbankfin.2017.05.012
Pricing of long-dated commodity derivatives: Do stochastic interest rates matter?
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.1016/s0378-4266(02)00277-7
The effects of estimation error on measures of portfolio credit risk
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no DOI — not checkedInformation-type measures of difference of probability distributions and indirect observations
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no DOI — not checkedref17
no DOI — not checkedRalph Rudd) THE AFRICAN INSTITUTE FOR FINANCIAL MARKETS AND RISK MANAGEMENT (AIFMRM), UNIVERSITY OF CAPE TOWN (Christopher Baker) THE AFRICAN INSTITUTE FOR FINANCIAL MARKETS AND RISK MANAGEMENT (AIFMRM)
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