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Probabilistic bisection with spatial metamodels
Rodriguez, Sergio; Ludkovski, Michael - In: European journal of operational research : EJOR 286 (2020) 2, pp. 588-603
Persistent link: https://www.econbiz.de/10012291550
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Market and model risks : a feasible joint estimate methodology
González Sánchez, Mariano; Ibáñez Jiménez, Eva M.; … - In: Risk management : an international journal 24 (2022) 3, pp. 187-213
Persistent link: https://www.econbiz.de/10013387552
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Uncertainty Quantification and Stochastic Modelling with EXCEL
Cursi, Eduardo Souza de - 2022 - 1st ed. 2022.
Chapter 1: Some tips to use EXCEL -- Chapter 2: Some useful Numerical Methods -- Chapter 3: Probabilities with EXCEL -- Chapter 4: Stochastic Processes -- Chapter 5: Representation of Random Variables -- Chapter 6: Uncertain Algebraic Equations -- Chapter 7: Random Differential Equations --...
Persistent link: https://www.econbiz.de/10012814837
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Uncertainty quantification and stochastic modelling with EXCEL
Cursi, Eduardo Souza de - 2022
Persistent link: https://www.econbiz.de/10012585514
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Stochastic mortality modelling and management of longevity risk with pricing and reserving applications to annuity products
Steuten, Daniel - 2013
Persistent link: https://www.econbiz.de/10009782878
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An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume - In: European journal of operational research : EJOR 253 (2016) 3, pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
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General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets
Ulrich, Maxim - 2008
Persistent link: https://www.econbiz.de/10003751650
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Robust parameter design based on Gaussian process with model uncertainty
Feng, Zebiao; Wang, Jianjun; Ma, Yizhong; Tu, Yiliu - In: International journal of production research 59 (2021) 9, pp. 2772-2788
Persistent link: https://www.econbiz.de/10012516258
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Optimal risk exposure and dividend payout policies under model uncertainty
Feng, Yang; Zhu, Jinxia; Siu, Tak Kuen - In: Insurance / Mathematics & economics 100 (2021), pp. 1-29
Persistent link: https://www.econbiz.de/10012622379
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Hedging derivatives on two assets with model risk
Matsumoto, Koichi; Shimizu, Keita - In: Asia Pacific financial markets 27 (2020) 1, pp. 83-95
Persistent link: https://www.econbiz.de/10012222377