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"Measure-invariance of copula functions as tool for testing no-arbitrage ..."

Silvia Romagnoli (2018)

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DOI: 10.1016/J.CAM.2018.02.001

access: closed

type: Journal Article

metadata version: 2023-08-28

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Silvia Romagnoli:
Measure-invariance of copula functions as tool for testing no-arbitrage assumption. J. Comput. Appl. Math. 338: 80-90 (2018)

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