A Look at Model Uncertainty in the Evaluation of Commodity Contingent Claims: A Practitioner's Guide

Model uncertainty in financial markets is prevalent by the very nature of how models are constructed and used by financial practitioners. As such, a proper characterization of model uncertainty should be paramount in the eyes of every practitioner, and furthermore, a proper framework for implementi...

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Bibliographic Details
Main Author: Lukovich, Jovan
Other Authors: Kwon, Roy H.
Language:en_ca
Published: 2013
Subjects:
Online Access:http://hdl.handle.net/1807/35640