Jacopo Corbetta
- Sampling of probability measures in the convex order by Wasserstein projection
2017/09/15 by Aurélien Alfonsi, Alfonsi, Aurélien, Jacopo Corbetta +3 · 2 citations
Decision Sciences · Mathematics · #60E15 #60G42 #90C08 #91G60 #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Point processes and geometric inequalities #Probability (math.PR) #Risk and Portfolio Optimization