B. Acciaio

Available identifiers

zbMath Open acciaio.beatriceWikidataQ102365478 ScholiaQ102365478MaRDI QIDQ271850

List of research outcomes

Publication	Date of Publication	Type
Convergence of adapted empirical measures on \(\mathbb{R}^d\)	2024-10-16	Paper
Designing universal causal deep learning models: The geometric (Hyper)transformer	2024-03-14	Paper
Optimal reinsurance from an optimal transport perspective	2023-12-11	Paper
Calibration of the Bass Local Volatility model	2023-11-24	Paper
Weak transport for non‐convex costs and model‐independence in a fixed‐income market	2023-09-28	Paper
Characterization of transport optimizers via graphs and applications to Stackelberg-Cournot-Nash equilibria	2023-06-06	Paper
Convergence of Adapted Empirical Measures on $\mathbb{R}^{d}$	2022-11-18	Paper
A short proof of the characterisation of convex order using the 2-Wasserstein distance	2022-07-05	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

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