Model risk and discretisation of locally risk-minimising strategies.

Xianming Sun Thorsten Schulz Asma Khedher Michèle Vanmaele

Published in: J. Comput. Appl. Math. (2017)

Keyphrases

management system
prediction model
computational model
risk assessment
probabilistic model
data sets
high level
prior knowledge
risk management
parameter estimation
high risk
database
formal model
mathematical model
theoretical analysis
probability distribution
bayesian networks
similarity measure