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Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 19
作者:  Shi, Ruoshi;  Zhao, Yanlong;  Bao, Ying;  Peng, Cheng
收藏  |  浏览/下载：72/0  |  提交时间：2023/02/07
Counterparty credit exposure  VaR  CVaR  Sensitivity  Greeks  
Infection rate models for COVID-19: Model risk and public health news sentiment exposure adjustments 期刊论文
PLOS ONE, 2021, 卷号: 16, 期号: 6, 页码: 39
作者:  Chalkiadakis, Ioannis;  Yan, Hongxuan;  Peters, Gareth W.;  Shevchenko, Pavel, V
收藏  |  浏览/下载：128/0  |  提交时间：2021/10/26