A parametric approach to the estimation of convex risk functionals based on Wasserstein distance (Q6415132)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A parametric approach to the estimation of convex risk functionals based on Wasserstein distance |
scientific article; zbMATH DE number 900550192
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A parametric approach to the estimation of convex risk functionals based on Wasserstein distance |
scientific article; zbMATH DE number 900550192 |
Statements
25 October 2022
0 references
q-fin.RM
0 references
math.PR
0 references
q-fin.MF
0 references