Optimal ecological transition path of a credit portfolio distribution, based on multidate Monge-Kantorovich formulation
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Publication:6549627
DOI10.1007/S10479-023-05385-4zbMATH Open1537.91339MaRDI QIDQ6549627
Publication date: 4 June 2024
Published in: Annals of Operations Research (Search for Journal in Brave)
Numerical methods involving duality (49M29) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Credit risk (91G40) Optimal transportation (49Q22)
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