no. 1-2
Volatility model risk measurement and against worst case volatilities
Journal de la Société française de statistique, Tome 141 (2000) no. 1-2, pp. 73-86. 
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     volume = {141},
     number = {1-2},
     year = {2000},
     language = {en},
     url = {http://archive.numdam.org/item/JSFS_2000__141_1-2_73_0/}
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Risklab project in model risk. Volatility model risk measurement and against worst case volatilities. Journal de la Société française de statistique, Tome 141 (2000) no. 1-2, pp. 73-86. http://archive.numdam.org/item/JSFS_2000__141_1-2_73_0/

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