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Search: subject:"Optimal Transport"
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optimal transport
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Chon Van Le
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A prelude to statistics in Wasserstein metric spaces
Chon Van Le
;
Uyen Hoang Pham
- In:
Asian journal of economics and banking : AJEB
8
(
2024
)
1
,
pp. 54-66
, where the metric on probability measures is taken as a Wasserstein metric arising from
optimal
transport
theory. Design …
Persistent link: https://www.econbiz.de/10014497027
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2
Probability forecast combination via entropy regularized Wasserstein distance
Cumings-Menon, Ryan
;
Shin, Minchul
-
2020
-
Revised August 2020
Persistent link: https://www.econbiz.de/10012372954
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3
Sample out-of-sample inference based on Wasserstein distance
Blanchet, Jose
;
Kang, Yang
- In:
Operations research
69
(
2021
)
3
,
pp. 985-1013
Persistent link: https://www.econbiz.de/10012546913
Saved in:
4
Partial stochastic dominance via
optimal
transport
Kamihigashi, Takashi
;
Stachurski, John
- In:
Operations research letters
48
(
2020
)
5
,
pp. 584-586
Persistent link: https://www.econbiz.de/10012303414
Saved in:
5
Sampling of one-dimensional probability measures in the convex order and computation of robust option price bounds
Alfonsi, Aurélien
;
Corbetta, Jacopo
;
Jourdain, Benjamin
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012019745
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