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"Fuzzy Esscher changes of measure and copula invariance in Lévy markets."

Enrico Bernardi, Daniele Ritelli, Silvia Romagnoli (2023)

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DOI: 10.1016/J.FSS.2023.01.001

access: open

type: Journal Article

metadata version: 2023-09-12

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  - https://dblp.org/rec/journals/fss/BernardiRR23
Enrico Bernardi, Daniele Ritelli, Silvia Romagnoli:
Fuzzy Esscher changes of measure and copula invariance in Lévy markets. Fuzzy Sets Syst. 466: 108466 (2023)

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