Peacock geodesics in Wasserstein space
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Publication:2041093
DOI10.1016/j.difgeo.2021.101764zbMath1470.91292OpenAlexW3163407772WikidataQ115354552 ScholiaQ115354552MaRDI QIDQ2041093
Publication date: 15 July 2021
Published in: Differential Geometry and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.difgeo.2021.101764
Probability measures on topological spaces (60B05) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Convergence of probability measures (60B10) Variational problems in applications to the theory of geodesics (problems in one independent variable) (58E10) Probabilistic metric spaces (54E70)
Uses Software
Cites Work
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