default author photo

Johannes Wiesel

University of Oxford - Mathematical Institute

Andrew Wiles Building

Radcliffe Observatory Quarter (550)

Oxford, OX2 6GG

United Kingdom

St. John's College

St Giles

Oxford, Oxon OX1 3JP

United Kingdom

  • University of Oxford - Mathematical Institute

  • St. John's College

SCHOLARLY PAPERS

1

DOWNLOADS

57

TOTAL CITATIONS

0

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

Robust Estimation of Superhedging Prices

Annals of Statistics, Forthcoming
Number of pages: 52 Posted: 30 Apr 2020
Jan Obłój and Johannes Wiesel
University of Oxford - Mathematical Institute and University of Oxford - Mathematical Institute
Downloads 57 (989,921)

Abstract:

Loading...

superhedging price, risk measures, statistical estimation, consistency, robustness, stock returns, Wasserstein metric, pricing-hedging duality, empirical measure