Johannes Wissel

Publication Activity (10 Years)

Years Active: 2008-2020
Publications (10 Years): 3

Top Topics

Inventory Systems

Investment Strategies

Top Venues

Finance Stochastics

Ann. Oper. Res.

Publications

Andreea Minca, Johannes Wissel
Dynamic Leveraging-Deleveraging Games. Oper. Res. 68 (1) (2020)
Yuemeng Sun, Johannes Wissel, Peter L. Jackson
Separation results for multi-product inventory hedging problems. Ann. Oper. Res. 237 (1-2) (2016)
Andrey Krishenik, Andreea Minca, Johannes Wissel
When do creditors with heterogeneous beliefs agree to run? Finance Stochastics 19 (2) (2015)
Liao Wang, Johannes Wissel
Mean-variance hedging with oil futures. Finance Stochastics 17 (4) (2013)
Martin Schweizer, Johannes Wissel
Arbitrage-free market models for option prices: the multi-strike case. Finance Stochastics 12 (4) (2008)