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Model Risk
3 references·2 citing·17 second hop
Model Risk (2014)Model RiskEssentials of Risk Management (2004)Essentials of Risk ManagementTheory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS (2006)MODEL UNCERTAINTY AND ITS IMP…The New Basel Accord and Questions for Research (2003)The New Basel Accord and Ques…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Bank Runs, Deposit Insurance, and Liquidity (1983)Coherent Measures of Risk (1999)Risk, Uncertainty and Profit (1921)Testing Structural Equation Models. (1994)Robustness and sensitivity analysis of risk measurement procedures (2010)Ambiguous Volatility and Asset Pricing in Continuous Time (2013)Model risk of risk models (2016)Option pricing: A simplified approach (1979)Risk Management Model in ITIL (2011)Simulation Modeling and Analysis (2016)The Effect of Liquidity Risk and Credit Risk on the Bank Performance: Empirical Evidence from Iraq (2021)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1973Theory of Rational Option Pricing8,084 cited
  • 2004Essentials of Risk Management23 cited

Cited by

  • 2006MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS373 cited
  • 2003The New Basel Accord and Questions for Research16 cited

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