Beatrice Acciaio

Available identifiers

zbMath Open acciaio.beatriceWikidataQ102365478 ScholiaQ102365478MaRDI QIDQ271850

List of research outcomes

Publication	Date of Publication	Type
Designing universal causal deep learning models: The geometric (Hyper)transformer	2024-03-14	Paper
Weak transport for non‐convex costs and model‐independence in a fixed‐income market	2023-09-28	Paper
Model-independent pricing with insider information: a skorokhod embedding approach	2022-01-18	Paper
Cournot--Nash Equilibrium and Optimal Transport in a Dynamic Setting	2021-06-22	Paper
Short Communication: Inversion of Convex Ordering: Local Volatility Does Not Maximize the Price of VIX Futures	2020-05-29	Paper
Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization	2020-04-01	Paper
Semi-static completeness and robust pricing by informed investors	2017-11-07	Paper
The space of outcomes of semi-static trading strategies need not be closed	2017-07-21	Paper
Characterization of max-continuous local martingales vanishing at infinity	2016-12-21	Paper
Arbitrage of the first kind and filtration enlargements in semimartingale financial models	2016-04-20	Paper
A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM	2016-04-14	Paper
Are law-invariant risk functions concave on distributions?	2014-05-21	Paper
ON THE LOWER ARBITRAGE BOUND OF AMERICAN CONTINGENT CLAIMS	2014-04-23	Paper
A trajectorial interpretation of Doob's martingale inequalities	2013-09-05	Paper
Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\)	2013-07-19	Paper
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles	2012-12-07	Paper
Short note on inf-convolution preserving the Fatou property	2012-03-08	Paper
Dynamic Risk Measures	2011-08-08	Paper
Optimal risk sharing with different reference probabilities	2009-06-10	Paper
Optimal risk sharing with non-monotone monetary functionals	2007-12-16	Paper
Absolutely continuous optimal martingale measures	2006-01-23	Paper
Existence of Radial Solutions for Quasilinear Elliptic Equations with Singular Nonlinearities	2004-03-07	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Beatrice Acciaio