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Robust Risk Management via Multi-marginal Optimal Transport

Published Online: 2024-05-09

Published Print: 2024-08

Authors

Ennaji, Hamza

Mérigot, Quentin

Nenna, Luca

Pass, Brendan https://orcid.org/0000-0003-0753-0381
Funding

Funding for this research was provided by:

>Natural Sciences and Engineering Research Council of Canada (04658-2018)

Centre National de la Recherche Scientifique (CNRS PEPS JCJC)

Agence Nationale de la Recherche (ANR-23-PEIA-0004, ANR-23- CE46-0001-0, ANR-11-LABX-0056-LMH)
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Text and Data Mining valid from 2024-05-09

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Article History

Received: 13 July 2023

Accepted: 5 April 2024

First Online: 9 May 2024

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