Items where Author is "Acciaio, Beatrice"
Number of items: 12.
Article
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
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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
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
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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
