Optimal ecological transition path of a credit portfolio distribution, based on multidate Monge–Kantorovich formulation

Author:

Gobet EmmanuelORCID,Lage Clara

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Reference44 articles.

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4. Basel Committee on Banking Supervision: Climate-related risk drivers and their transmission channels. Bank for International Settlements. https://www.bis.org/bcbs/publ/d517.htmd517 (2021).

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