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Found 3 papers, 1 papers with code
Geometry of vectorial martingale optimal transport and robust option pricing
This paper addresses robust finance, which is concerned with the development of models and approaches that account for market uncertainties.
Lorenz map, inequality ordering and curves based on multidimensional rearrangements
We define a family of multi-attribute Gini index and complete ordering based on the Lorenz map.
Identification of hedonic equilibrium and nonseparable simultaneous equations
This paper derives conditions under which preferences and technology are nonparametrically identified in hedonic equilibrium models, where products are differentiated along more than one dimension and agents are characterized by several dimensions of unobserved heterogeneity.
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