Beatrice Acciaio

A MODEL‐FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER‐REPLICATION THEOREM

Beatrice Acciaio, Mathias Beiglböck, Friedrich Penkner et al. · Mathematical Finance · 2013 · 171 citations

Economics, Option Pricing, Financial Economics +9

Optimal risk sharing with non-monotone monetary functionals

Beatrice Acciaio · Finance and Stochastics · 2007 · 77 citations

Economics, Asset Pricing, Financial Risk Management +6

Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles

Beatrice Acciaio, Hans Föllmer, Irina Penner · Finance and Stochastics · 2012 · 54 citations · Full text

Risk Assessment, Uncertain Cash Flows, Economics +11

A trajectorial interpretation of Doob’s martingale inequalities

Beatrice Acciaio, Mathias Beiglböck, Friedrich Penkner et al. · The Annals of Applied Probability · 2013 · 52 citations · Full text

COT-GAN: Generating Sequential Data via Causal Optimal Transport

Tianlin Xu, Li Kevin Wenliang, Michael Munn et al. · arXiv (Cornell University) · 2020 · 37 citations · Full text

Artificial Intelligence, Generative System, Engineering +14