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

Enrico Bernardi Daniele Ritelli Silvia Romagnoli

Published in: Fuzzy Sets Syst. (2023)

Keyphrases

similarity measure
fuzzy sets
fuzzy logic
fuzzy rules
information theory
fuzzy numbers
membership functions
computational intelligence
electronic commerce
discriminative power
fuzzy set theory
fuzzy measures
rough sets
neural network
evaluation measures
fuzzy neural network
fuzzy integral
random vectors