An optimal transport-based characterization of convex order (Q6184350)
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scientific article; zbMATH DE number 7794351
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| default for all languages | No label defined |
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| English | An optimal transport-based characterization of convex order |
scientific article; zbMATH DE number 7794351 |
Statements
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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0.8021883964538574
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0.7564948797225952
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0.7541136145591736
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0.7526072263717651
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0.7474372982978821
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