Следене
Beatrice Acciaio
Beatrice Acciaio
Professor, ETH Zurich
Потвърден имейл адрес: math.ethz.ch
Заглавие
Позовавания
Позовавания
Година
A model‐free version of the fundamental theorem of asset pricing and the super‐replication theorem
B Acciaio, M Beiglböck, F Penkner, W Schachermayer
Mathematical Finance 26 (2), 233-251, 2016
1922016
Dynamic risk measures
B Acciaio, I Penner
Advanced mathematical methods for finance, 1-34, 2011
1862011
Cot-gan: Generating sequential data via causal optimal transport
T Xu, LK Wenliang, M Munn, B Acciaio
Advances in neural information processing systems 33, 8798-8809, 2020
902020
Extended mean field control problems: stochastic maximum principle and transport perspective
B Acciaio, J Backhoff-Veraguas, R Carmona
SIAM journal on Control and Optimization 57 (6), 3666-3693, 2019
832019
Optimal risk sharing with non-monotone monetary functionals
B Acciaio
Finance and Stochastics 11, 267-289, 2007
802007
A trajectorial interpretation of Doob’s martingale inequalities
B Acciaio, M Beiglböck, F Penkner, W Schachermayer, J Temme
642013
Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles
B Acciaio, H Föllmer, I Penner
Finance and Stochastics 16, 669-709, 2012
632012
Arbitrage of the first kind and filtration enlargements in semimartingale financial models
B Acciaio, C Fontana, C Kardaras
Stochastic Processes and their Applications 126 (6), 1761-1784, 2016
592016
Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization
B Acciaio, J Backhoff-Veraguas, A Zalashko
Stochastic Processes and their Applications 130 (5), 2918-2953, 2020
532020
Optimal risk sharing with different reference probabilities
B Acciaio, G Svindland
Insurance: Mathematics and Economics 44 (3), 426-433, 2009
272009
Cournot--Nash Equilibrium and Optimal Transport in a Dynamic Setting
B Acciaio, JB Veraguas, J Jia
SIAM Journal on Control and Optimization 59 (3), 2273-2300, 2021
212021
Are law-invariant risk functions concave on distributions?
B Acciaio, G Svindland
Dependence Modeling 1 (2013), 54-64, 2013
172013
Spate-gan: Improved generative modeling of dynamic spatio-temporal patterns with an autoregressive embedding loss
K Klemmer, T Xu, B Acciaio, DB Neill
Proceedings of the AAAI Conference on Artificial Intelligence 36 (4), 4523-4531, 2022
152022
Weak transport for non‐convex costs and model‐independence in a fixed‐income market
B Acciaio, M Beiglböck, G Pammer
Mathematical Finance 31 (4), 1423-1453, 2021
152021
Optimal portfolio selection via conditional convex risk measures on L p
B Acciaio, V Goldammer
Decisions in Economics and Finance 36, 1-21, 2013
152013
Designing universal causal deep learning models: The geometric (hyper) transformer
B Acciaio, A Kratsios, G Pammer
Mathematical Finance 34 (2), 671-735, 2024
142024
Semi-static completeness and robust pricing by informed investors
B Acciaio, M Larsson
142017
Short note on inf-convolution preserving the Fatou property
B Acciaio
Annals of Finance 5 (2), 281-287, 2009
142009
Existence of radial solutions for quasilinear elliptic equations with singular nonlinearities
B Acciaio, P Pucci
Advanced Nonlinear Studies 3 (4), 511-539, 2003
122003
The space of outcomes of semi-static trading strategies need not be closed
B Acciaio, M Larsson, W Schachermayer
Finance and Stochastics 21 (3), 741-751, 2017
112017
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