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Beatrice Acciaio · Study

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Beatrice Acciaio

9 works· latest 2021· 4 institutionscluster: provisionalORCID 0000-0002-8138-2578

h-index9

i109

Citations651

Works here9

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Most cited in this library

A MODEL‐FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER‐REPLICATION THEOREM2013 · 177 citations
Dynamic Risk Measures2011 · 127 citations
Optimal risk sharing with non-monotone monetary functionals2007 · 79 citations
Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective2019 · 69 citations
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles2012 · 53 citations

Works

9 shown

Weak transport for non‐convex costs and model‐independence in a fixed‐income market

Mathematical Finance·2021·3 authors·Open access

18citations

Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization

Stochastic Processes and their Applications·2019·3 authors·Open access

42citations

Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective

SIAM Journal on Control and Optimization·2019·3 authors·Open access

69citations

Arbitrage of the first kind and filtration enlargements in semimartingale financial models

Stochastic Processes and their Applications·2015·3 authors·Open access

34citations

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

Mathematical Finance·2013·4 authors

177citations

A trajectorial interpretation of Doob’s martingale inequalities

The Annals of Applied Probability·2013·5 authors·Open access

52citations

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

Finance and Stochastics·2012·3 authors·Open access

53citations

Dynamic Risk Measures

Springer eBooks·2011·2 authors·chapter·Open access

127citations

Optimal risk sharing with non-monotone monetary functionals

Finance and Stochastics·2007·1 author

79citations