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Optimal transport methods in economics

Abstract : This is the first text to develop clear applications of optimal transport to economic modeling, statistics, and econometrics. It covers the basic results of the theory as well as their relations to linear programming, network flow problems, convex analysis, and computational geometry. Emphasizing computational methods, it also includes programming examples that provide details on implementation. Applications include discrete choice models, models of differential demand, and quantile-based statistical estimation methods, as well as asset pricing models. [Résumé éditeur]
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Submitted on : Thursday, June 10, 2021 - 2:40:26 PM
Last modification on : Sunday, July 4, 2021 - 3:25:09 AM

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Alfred Galichon. Optimal transport methods in economics. Princeton University Press, pp.170, 2016, 9780691172767. ⟨hal-03256830⟩

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