Johannes Wiesel

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Person:2049548

Available identifiers

zbMath Open wiesel.johannes-c-wMaRDI QIDQ2049548

List of research outcomes





PublicationDate of PublicationType
On concentration of the empirical measure for radial transport costs2024-11-12Paper
An optimal transport-based characterization of convex order2024-01-24Paper
Continuity of the martingale optimal transport problem on the real line2024-01-16Paper
Limits of semistatic trading strategies2023-09-28Paper
Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets2023-09-28Paper
Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance2023-07-04Paper
Stability of Schrödinger potentials and convergence of Sinkhorn's algorithm2023-05-10Paper
Martingale Schrödinger bridges and optimal semistatic portfolios2022-12-28Paper
Entropic optimal transport: convergence of potentials2022-10-24Paper
Measuring association with Wasserstein distances2022-09-28Paper
Erratum: The Robust Superreplication Problem: A Dynamic Approach2022-07-22Paper
Estimating processes in adapted Wasserstein distance2022-03-21Paper
On a Lusin theorem for capacities2022-02-04Paper
A unified framework for robust modelling of financial markets in discrete time2021-08-27Paper
Robust estimation of superhedging prices2021-03-11Paper
Measuring association with Wasserstein distances2021-01-30Paper
The Robust Superreplication Problem: A Dynamic Approach2020-02-14Paper
Bounding quantiles of Wasserstein distance between true and empirical measure2019-07-03Paper
On concentration of the empirical measure for radial transport costsN/APaper
"On the Martingale Schr\""odinger Bridge between Two Distributions"N/APaper
Empirical martingale projections via the adapted Wasserstein distanceN/APaper

Research outcomes over time

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