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On Wasserstein distances, barycenters, and the cross-section methodology for proxy credit curves

Authors :
Michielon, M.
Khedher, A.
Spreij, P.J.C.
Michielon, M.
Khedher, A.
Spreij, P.J.C.
Source :
International Journal of Financial Engineering; 1; +; 2424-7863; 02; 10; 2250037; ~International Journal of Financial Engineering~1~+~~~2424-7863~02~10~~2250037
Publication Year :
2023

Abstract

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Details

Database :
OAIster
Journal :
International Journal of Financial Engineering; 1; +; 2424-7863; 02; 10; 2250037; ~International Journal of Financial Engineering~1~+~~~2424-7863~02~10~~2250037
Publication Type :
Electronic Resource
Accession number :
edsoai.on1390437449
Document Type :
Electronic Resource