Concepedia

Johannes Wiesel

JW

10

Publications

175

Citations

10

H-Index

2021

Active since

Affiliations

Columbia University(Current)

University of Vienna

University of Oxford

Johannes Wiesel is an author at Columbia University specializing in engineering, wasserstein distance, and probability theory.

Top concepts

EngineeringStatisticsProbabilityStochastic ProcessesWasserstein DistanceFinanceBusinessEconomicsAsset PricingOption Pricing

Publications per year

2021–2023

10

Publications

10

Measuring association with Wasserstein distances

Johannes Wiesel · Bernoulli · 2022 · 45 citations

Large Deviations, Wasserstein Distances, Measure Theory +15

Continuity of the martingale optimal transport problem on the real line

Johannes Wiesel · The Annals of Applied Probability · 2023 · 23 citations

Engineering, Martingale Couplings, Arbitrary Coupling +14

Sensitivity analysis of Wasserstein distributionally robust optimization problems

Daniel Bartl, Samuel Drapeau, Jan Obłój et al. · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 2021 · 21 citations · Full text

Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance

Daniel Bartl, Johannes Wiesel · SIAM Journal on Financial Mathematics · 2023 · 16 citations

Estimating processes in adapted Wasserstein distance

Julio Backhoff‐Veraguas, Daniel Bartl, Mathias Beiglböck et al. · The Annals of Applied Probability · 2022 · 14 citations · Full text

Large Deviations, Engineering, Usual Weak Topology +18

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