Copulas are widely used in financial economics as well as in other areas of applied mathematics. Yet, there is much arbitrariness in their choice. The author proposes "a natural copula" concept, which minimizes Wasserstein distance between distributions in some space, in which both these distributions are embedded. Transport properties and hydrodynamic interpretation are discussed with two examples of distributions of financial significance. A natural copula can be parsimoniously estimated by the methods of linear programming.

翻译：联结函数在金融经济学以及其他应用数学领域中被广泛使用，然而其选择存在较大任意性。作者提出“自然联结函数”概念，该函数通过最小化某些空间中分布之间的Wasserstein距离来定义，其中这两个分布被嵌入该空间。本文结合两个具有金融重要性的分布实例，讨论了该联结函数的传输性质与流体动力学解释。自然联结函数可通过线性规划方法进行简约估计。