On Wasserstein distances, barycenters, and the cross-section methodology for proxy credit curves
Article in International Journal of Financial Engineering (February 2023)
The most recent citing publications are shown below. View all 9 publications that cite this research output on Dimensions.
Article in International Journal of Financial Engineering (February 2023)
Book chapter (December 2021)
Article in International Journal of Theoretical and Applied Finance (August 2020)