Items where Author is "Acciaio, Beatrice"

Number of items: 12.
  • Arbitrage of the first kind and filtration enlargements in semimartingale financial models. Acciaio, Beatrice; Fontana, Claudio; Kardaras, Constantinos
  • Characterization of max-continuous local martingales vanishing at infinity. Acciaio, Beatrice; Penner, I.
  • Cournot-Nash equilibrium and optimal transport in a dynamic setting. Acciaio, Beatrice; Veraguas, Julio Backhoff; Jia, Junchao
  • Extended mean field control problems:stochastic maximum principle and transport perspective. Acciaio, Beatrice; Backhoff-Veraguas, J.; Carmona, Rene picture_as_pdf
  • On the lower arbitrage bound of American contingent claims. Acciaio, Beatrice; Svindland, Gregor
  • Optimal risk sharing with different reference probabilities. Acciaio, Beatrice; Svindland, Gregor
  • Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. Acciaio, Beatrice; Föllmer, Hans; Penner, Irina
  • SPATE-GAN:improved generative modeling of dynamic spatio-temporal patterns with an autoregressive embedding loss. Klemmer, Konstantin; Xu, Tianlin; Acciaio, Beatrice; Neill, Daniel B.
  • Semi-static completeness and robust pricing by informed investors. Acciaio, Beatrice; Larsson, Martin
  • Short communication:inversion of convex ordering: local volatility does not maximise the price of VIX futures. Acciaio, Beatrice; Guyon, Julien picture_as_pdf
  • A model-free version of the fundamental theorem of asset pricing and the super-replication theorem. Acciaio, Beatrice; Beiglböck, M.; Penkner, F.; Schachermayer, W.
  • The space of outcomes of semi-static trading strategies need not be closed. Acciaio, Beatrice; Larsson, Martin; Schachermayer, Walter