  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.
