Measures of model uncertainty and calibrated option bounds

Optimization ◽

10.1080/02331930902741770 ◽

2009 ◽

Vol 58 (3) ◽

pp. 335-350 ◽

Author(s):

Mustafa Ç. Pınar

Keyword(s):

Model Uncertainty ◽

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The use of Identified Model Uncertainty in Control Design for the ASTREX Structure

1993 American Control Conference ◽

10.23919/acc.1993.4793457 ◽

1993 ◽

Author(s):

Henk Aling ◽

Robert L. Kosut

Keyword(s):

Model Uncertainty ◽

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Optimal Deployment of Drifting Acoustic Sensors: Sensitivity of Lagrangian Coherent Structure Boundaries to Model Uncertainty

10.21236/ada573214 ◽

2007 ◽

Author(s):

A. C. Poje

Keyword(s):

Coherent Structure ◽

Model Uncertainty ◽

Acoustic Sensors ◽

Lagrangian Coherent Structure ◽

Optimal Deployment

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Regulatory Modeling for the Idaho National Engineering and Environmental Laboratory's Subsurface Disposal Area and Conceptual Model Uncertainty Treatment

Vadose Zone Journal ◽

10.2136/vzj2004.0059 ◽

2004 ◽

Vol 3 (1) ◽

pp. 59

Author(s):

Swen Magnuson

Keyword(s):

Conceptual Model ◽

Model Uncertainty ◽

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Portfolio Choice Implications of Parameter and Model Uncertainty in Factor Models

SSRN Electronic Journal ◽

10.2139/ssrn.1102854 ◽

2008 ◽

Author(s):

Deniz Kebabci

Keyword(s):

Portfolio Choice ◽

Model Uncertainty ◽

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Model Uncertainty and Insurance of Structured Bonds

SSRN Electronic Journal ◽

10.2139/ssrn.2129785 ◽

2012 ◽

Author(s):

Ji Yeol Jimmy Oh

Keyword(s):

Model Uncertainty

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Technical Proofs: Option Bounds for Short Variance Swaps and the Variance Risk Premium - Adjusting for Skewness

SSRN Electronic Journal ◽

10.2139/ssrn.2195930 ◽

2013 ◽

Author(s):

Steven J. Jordan ◽

Shirley J. Huang

Keyword(s):

Risk Premium ◽

Variance Swaps ◽

Variance Risk Premium ◽

Variance Risk ◽

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Advancing Style Analysis and Risk Modeling by Incorporating Model Uncertainty with Bayesian Model Averaging

SSRN Electronic Journal ◽

10.2139/ssrn.2346295 ◽

2013 ◽

Author(s):

Hao (David) Zhou

Keyword(s):

Model Uncertainty ◽

Bayesian Model ◽

Bayesian Model Averaging ◽

Model Averaging ◽

Style Analysis ◽

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Short Selling with Model Uncertainty and Heterogeneous Beliefs

SSRN Electronic Journal ◽

10.2139/ssrn.2364929 ◽

2013 ◽

Author(s):

yun liao

Keyword(s):

Model Uncertainty ◽

Short Selling ◽

Heterogeneous Beliefs

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Model Uncertainty in Operational Risk Modeling

SSRN Electronic Journal ◽

10.2139/ssrn.2603369 ◽

2015 ◽

Author(s):

Daoping Yu ◽

Vytaras Brazauskas

Keyword(s):

Model Uncertainty ◽

Operational Risk ◽

Risk Modeling ◽

Operational Risk Modeling

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Fooled by Randomness? Financial Decision-Making Under Model Uncertainty

SSRN Electronic Journal ◽

10.2139/ssrn.2617151 ◽

2015 ◽

Author(s):

Elise Payzan-LeNestour

Keyword(s):

Decision Making ◽

Model Uncertainty ◽

Financial Decision Making ◽

Financial Decision

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