Johannes Wiesel

Publication Activity (10 Years)

Years Active: 2019-2023
Publications (10 Years): 3

Top Topics

Minimum Distance

Optimization Problems

Top Venues

SIAM J. Financial Math.

Publications

Daniel Bartl, Johannes Wiesel
Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance. SIAM J. Financial Math. 14 (2) (2023)
Laurence Carassus, Jan Oblój, Johannes Wiesel
Erratum: The Robust Superreplication Problem: A Dynamic Approach. SIAM J. Financial Math. 13 (2) (2022)
Laurence Carassus, Jan Oblój, Johannes Wiesel
The Robust Superreplication Problem: A Dynamic Approach. SIAM J. Financial Math. 10 (4) (2019)