Measure-invariance of copula functions as tool for testing no-arbitrage assumption (Q1743947): Difference between revisions

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Revision as of 20:01, 19 March 2024

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Measure-invariance of copula functions as tool for testing no-arbitrage assumption
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    Measure-invariance of copula functions as tool for testing no-arbitrage assumption (English)
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    16 April 2018
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    change of measure
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    copula functions
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    invariance property
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    transform of margins
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    absence of arbitrages
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