Embedding optimal transports in statistical manifolds

Soumik Pal1
1Department of Mathematics, University of Washington, Seattle, USA

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Tài liệu tham khảo

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Soumik Pal, Exponentially concave functions and high dimensional stochastic portfolio theory, ArXiv e-prints 1603.01865, (2016).

S. Pal and T.-K. L. Wong, Exponentially concave functions and a new information geometry, Preprint available on arXiv 1605.05819, (2016).

Soumik Pal and Ting-Karn Leonard Wong, The geometry of relative arbitrage, Mathematics and Financial Economics, 10 (2016), 263–293.