A parametric approach to the estimation of convex risk functionals based on Wasserstein distance

Fuente: arXiv

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Bibliographic Details
Main Authors:	Nendel, Max, Sgarabottolo, Alessandro
Format:	Preprint
Published:	2022
Subjects:	Risk Management Probability Mathematical Finance Primary 62G05, 90C31, Secondary 41A60, 68T07, 91G70
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2210.14340