Bannör, K. F.; Scherer, M.; Schulz, T.
A two-sided Gamma-OU-BNS model for multicurrency FX markets
Innovations in Quantitative Risk Management
Springer International Publishing
2015

Bannör, K. F.; Scherer, M.
Model risk and uncertainty – Illustrated with examples from mathematical finance
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Risk - A Multidisciplinary Introduction
C. Klüppelberg, D. Straub, and L. Welpe
Springer
2014