Johannes Wiesel

Available identifiers

zbMath Open wiesel.johannes-c-wMaRDI QIDQ2049548

List of research outcomes

Publication	Date of Publication	Type
On concentration of the empirical measure for radial transport costs	2024-11-12	Paper
An optimal transport-based characterization of convex order	2024-01-24	Paper
Continuity of the martingale optimal transport problem on the real line	2024-01-16	Paper
Limits of semistatic trading strategies	2023-09-28	Paper
Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets	2023-09-28	Paper
Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance	2023-07-04	Paper
Stability of Schrödinger potentials and convergence of Sinkhorn's algorithm	2023-05-10	Paper
Martingale Schrödinger bridges and optimal semistatic portfolios	2022-12-28	Paper
Entropic optimal transport: convergence of potentials	2022-10-24	Paper
Measuring association with Wasserstein distances	2022-09-28	Paper
Erratum: The Robust Superreplication Problem: A Dynamic Approach	2022-07-22	Paper
Estimating processes in adapted Wasserstein distance	2022-03-21	Paper
On a Lusin theorem for capacities	2022-02-04	Paper
A unified framework for robust modelling of financial markets in discrete time	2021-08-27	Paper
Robust estimation of superhedging prices	2021-03-11	Paper
Measuring association with Wasserstein distances	2021-01-30	Paper
The Robust Superreplication Problem: A Dynamic Approach	2020-02-14	Paper
Bounding quantiles of Wasserstein distance between true and empirical measure	2019-07-03	Paper
On concentration of the empirical measure for radial transport costs	N/A	Paper
"On the Martingale Schr\""odinger Bridge between Two Distributions"	N/A	Paper
Empirical martingale projections via the adapted Wasserstein distance	N/A	Paper

Research outcomes over time

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