Robust risk management via multi-marginal optimal transport

Hamza Ennaji, Quentin Méirgot, Luca Nenna, Brendan Pass
November 2022
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Type
Journal article
Publication
preprint
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Luca Nenna
Luca Nenna
Maître de conférences

My research interests lie at the intersection of Optimal Transport, Mathematical Physics, Mathematical Economics and Numerical Analysis

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