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Pedro Pablo Pérez-Velasco

Observed names: P. P. Pérez-Velasco, Pedro Pablo PPrez-Velasco, Pedro Pablo Perez-Velasco, Pérez-Velasco, Pedro Pablo
ORCID: 0009-0002-4383-1595
Observed ORCID: 0009-0002-4383-1595
OpenAlex ID: A5079331596
A new approach to the quantification of model risk for practitioners
2019 · Zuzana Krajcovicova, Pedro Pablo Perez-Velasco, et al. · The Journal of Computational Finance · 6
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Quantification of Model Risk: Data Uncertainty
2017 · Z. Krajčovičová, P. P. Pérez-Velasco, et al. · Lecture notes in computer science · 1
Bayesian Extreme Value Theory with Hawkes-AR-Gumbel Dependence for Extreme CVaR Estimation in Operational Risk
2026 · Gómez, Juan Ballesteros, Garrido-Merchán, Eduardo C., et al. · arXiv (Cornell University)
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Curved Greeks: A Geometric Layer for Option P&L Adjustments
2026 · Pedro Pablo Pérez-Velasco, Mengjue Lu, et al. · SSRN Electronic Journal
On Carruth’s axioms for natural sums and products
2023 · Lorenz Halbeisen, Pedro Pablo Pérez-Velasco · European Journal of Mathematics
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Model Risk and Differential Geometry Applied to Sensitivity Analysis
2018 · Zuzana Krajcovicova, Pedro Pablo PPrez-Velasco · SSRN Electronic Journal
Works count: 6
Citation count: 7
H-index: 1
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