Ralph Rudd
- Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models
2018/10/22 by Feng Yu, Feng, Yu, Ralph Rudd +9 · 1 citation
Economics, Econometrics and Finance · #Capital Investment and Risk Analysis #Computational Finance (q-fin.CP) #FOS: Economics and business #Market Dynamics and Volatility #Mathematical Finance (q-fin.MF) #Risk Management (q-fin.RM) #Stochastic processes and financial applications