A remark on the optimal transport between two probability measures sharing the same copula
Year of publication: |
2014
|
---|---|
Authors: | Alfonsi, A. ; Jourdain, B. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 84.2014, C, p. 131-134
|
Publisher: |
Elsevier |
Subject: | Optimal transport | Copula | Wasserstein distance | Inversion of the cumulative distribution function |
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