Fuzzy Esscher changes of measure and copula invariance in Lévy markets
| Autor: | Bernardi, Enrico, Ritelli, Daniele, Romagnoli, Silvia |
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| Zdroj: | In Fuzzy Sets and Systems 30 August 2023 466 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Bernardi, Enrico, Ritelli, Daniele, Romagnoli, Silvia |
|---|---|
| Zdroj: | In Fuzzy Sets and Systems 30 August 2023 466 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect