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Brendan Pass

  1. Robust risk management via multi-marginal optimal transport
    2022/11/14 by Hamza Ennaji, Quentin Mérigot, Ennaji, Hamza +5 · 2 citations
    Decision Sciences · Economics, Econometrics and Finance · #Risk and Portfolio Optimization #Stochastic processes and financial applications #Probability and Risk Models
  2. The Monge-Kantorovich problem on Wasserstein space
    2024/06/12 by Pedram Emami, Brendan Pass, Emami, Pedram +1 · 1 citation
    Mathematics · #Algebraic Geometry and Number Theory #FOS: Mathematics #Geometric Analysis and Curvature Flows #Geometry and complex manifolds #Optimization and Control (math.OC) #Probability (math.PR)