Model Risk Analysis via Investment Structuring-Reference-Cited by-同舟云学术

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Model Risk Analysis via Investment Structuring

Published:2015 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Soklakov Andrei N.

Publisher

Elsevier BV

Reference9 articles.

1. Bayesian lessons for payout structuring;A Soklakov;RISK,2011

2. Why Quantitative Structuring?

3. Pricing with a smile;B Dupire;Risk,1994

4. Riding on a smile;E Derman;Risk,1994

5. Calibrating and pricing with embedded local volatility models;Y Ren;RISK,2007

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bibliography;Perturbation Methods in Credit Derivatives;2020-12-15

2. Economics of Disagreement—Financial Intuition for the Rényi Divergence;Entropy;2020-08-03

3. Quantitative Structuring vs the Equity Premium Puzzle;SSRN Electronic Journal;2015

4. Why Quantitative Structuring?;SSRN Electronic Journal;2015

5. Elasticity Theory of Structuring;SSRN Electronic Journal;2013

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