Dynamic probabilistic forecasting with uncertainty
Year of publication: |
2021
|
---|---|
Authors: | Benth, Fred Espen ; Kutrolli, Gleda ; Stefani, Silvana |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 24.2021, 6/7, p. 1-18
|
Subject: | Probability density | model uncertainty | risk measure | volatility | option prices | stochastic processes in Banach space | Volatilität | Volatility | Risiko | Risk | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Statistische Verteilung | Statistical distribution |
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