A new approach to the quantification of model risk for practitioners
Year of publication: |
2019
|
---|---|
Authors: | Krajčovičová, Zuzana ; Pérez-Velasco, Pedro Pablo ; Vázquez, Carlos |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 23.2019, 2, p. 1-28
|
Subject: | model-risk | uncertainty | Fisher-Rao information metric | model manifold | exponential map | Theorie | Theory | Risiko | Risk | Messung | Measurement | Risikomanagement | Risk management | Modellierung | Scientific modelling |
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