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Beatrice Acciaio

Identifiers

  • name variant Beatrice Acciaio 0.60 · backfill

Papers (10)

  1. Schr\"odinger's problem with constraints math.PR · 2026 · author #1
  2. Extended Mean Field Control Problems: stochastic maximum principle and transport perspective math.OC · 2018 · author #1
  3. Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization math.PR · 2016 · author #1
  4. The space of outcomes of semi-static trading strategies need not be closed q-fin.MF · 2016 · author #1
  5. Semi-static completeness and robust pricing by informed investors math.PR · 2015 · author #1
  6. Characterization of max-continuous local martingales vanishing at infinity math.PR · 2014 · author #1
  7. Arbitrage of the first kind and filtration enlargements in semimartingale financial models math.PR · 2014 · author #1
  8. A model-free version of the fundamental theorem of asset pricing and the super-replication theorem math.PR · 2013 · author #1
  9. Dynamic risk measures q-fin.RM · 2010 · author #1
  10. Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles q-fin.RM · 2010 · author #1

Mentions

  • 1401.7198 #1 · backfill · confidence 0.70 Beatrice Acciaio
  • 1301.5568 #1 · backfill · confidence 0.70 Beatrice Acciaio
  • 1002.3794 #1 · backfill · confidence 0.70 Beatrice Acciaio
  • 1002.3627 #1 · backfill · confidence 0.70 Beatrice Acciaio

Frequent Coauthors