A remark on the optimal transport between two probability measures sharing the same copula-Reference-Cited by-同舟云学术

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A remark on the optimal transport between two probability measures sharing the same copula

Published:2014-01 Issue: Volume:84 Page:131-134
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Alfonsi A.,Jourdain B.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference3 articles.

1. An Introduction to Copulas;Nelsen,2006

2. Multivariate comonotonicity;Puccetti;J. Multivariate Anal.,2010

3. Mass Transportation Problems;Rachev,1998

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