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Observational equivalence of dicrete string models and market models
Kerkhof, Jeroen (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661008
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Model risk and regulatory capital
Kerkhof, Jeroen (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
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Backtesting for risk-based regulatory capital
Kerkhof, Jeroen (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001733005
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Testing expected shortfall models for derivative positions
Kerkhof, Jeroen (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773733