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Results tagged with wasserstein-distance
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user 493556
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Wasserstein distance and put function
Let $\mathcal P$ be the set of probability distributions on $\mathbb R$ of finite first order, i.e. $\mu\in\mathcal P$ if
$$\int_{\mathbb R} |t|\mu(dt)<\infty.$$
For $\mu\in\mathcal P$, define its put …
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