A remark on the optimal transport between two probability measures sharing the same copula
Work
Year: 2013
Type: article
Source: Statistics & Probability Letters
Authors Aurélien Alfonsi, Benjamin Jourdain
Institutions Université Paris Cité, CERMICS
Cites: 4
Cited by: 4
Related to: 10
FWCI:
Citation percentile (by year/subfield): 79.12
Subfield: Finance
Domain: Social Sciences
Open Access status: green