@article{JSFS_2000__141_1-2_73_0, author = {Risklab project in model risk}, title = {Volatility model risk measurement and against worst case volatilities}, journal = {Journal de la Soci\'et\'e fran\c{c}aise de statistique}, pages = {73--86}, publisher = {Soci\'et\'e fran\c{c}aise de statistique}, volume = {141}, number = {1-2}, year = {2000}, language = {en}, url = {http://www.numdam.org/item/JSFS_2000__141_1-2_73_0/} }
TY - JOUR AU - Risklab project in model risk TI - Volatility model risk measurement and against worst case volatilities JO - Journal de la Société française de statistique PY - 2000 SP - 73 EP - 86 VL - 141 IS - 1-2 PB - Société française de statistique UR - http://www.numdam.org/item/JSFS_2000__141_1-2_73_0/ LA - en ID - JSFS_2000__141_1-2_73_0 ER -
%0 Journal Article %A Risklab project in model risk %T Volatility model risk measurement and against worst case volatilities %J Journal de la Société française de statistique %D 2000 %P 73-86 %V 141 %N 1-2 %I Société française de statistique %U http://www.numdam.org/item/JSFS_2000__141_1-2_73_0/ %G en %F JSFS_2000__141_1-2_73_0
Risklab project in model risk. Volatility model risk measurement and against worst case volatilities. Journal de la Société française de statistique, Volume 141 (2000) no. 1-2, pp. 73-86. http://www.numdam.org/item/JSFS_2000__141_1-2_73_0/
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