Volatility model risk measurement and against worst case volatilities
Journal de la société française de statistique, Volume 141 (2000) no. 1-2, p. 73-86
@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 caise de statistique},
     publisher = {Soci\'et\'e fran\c caise de statistique},
     volume = {141},
     number = {1-2},
     year = {2000},
     pages = {73-86},
     language = {en},
     url = {http://www.numdam.org/item/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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