An optimal transport-based characterization of convex order (Q6184350)

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scientific article; zbMATH DE number 7794351
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An optimal transport-based characterization of convex order
scientific article; zbMATH DE number 7794351

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    An optimal transport-based characterization of convex order (English)
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    24 January 2024
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    convex order
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    optimal transport
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    Wasserstein distance
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    model-independent finance
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