| 1. |
Acciaio, Beatrice and Penner, I.
(2016)
Characterization of max-continuous local martingales vanishing at infinity.
Electronic Communications in Probability, 21
(71).
pp. 1-10.
ISSN 1083-589X
Item availability restricted. | | |
| 2. |
Acciaio, Beatrice, Fontana, Claudio and Kardaras, Constantinos
(2016)
Arbitrage of the first kind and filtration enlargements in semimartingale financial models.
Stochastics Processes and Their Applications, 126
(6).
pp. 1761-1784.
ISSN 0304-4149
Item availability restricted. | | |
| 3. |
Acciaio, Beatrice, Beiglböck, M., Penkner, F. and Schachermayer, W.
(2016)
A model-free version of the fundamental theorem of asset pricing and the super-replication theorem.
Mathematical Finance, 26
(2).
pp. 233-251.
ISSN 0960-1627
Not available from LSE Research Online. | | |
| 4. |
Acciaio, Beatrice and Svindland, Gregor
(2014)
On the lower arbitrage bound of American contingent claims.
Mathematical Finance, 24
(1).
pp. 147-155.
ISSN 0960-1627
| ![[img]](/50117/1.hassmallThumbnailVersion/__lse.ac.uk_storage_LIBRARY_Secondary_libfile_shared_repository_Content_Acciaio%2C%20B_Lower%20arbitrage%20bound_Acciaio_Lower%20arbitrage%20bound_2014.pdf)  Preview |
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| 5. |
Acciaio, B., Beigelböck, M., Penkner, F., Schachermayer, W. and Temme, J.
(2013)
A trajectorial interpretation of Doob's martingale inequalities.
Annals of Applied Probability, 23
(4).
pp. 1494-1505.
ISSN 1050-5164
| ![[img]](/50116/1.hassmallThumbnailVersion/__libfile_repository_Content_Acciaio%2C%20B_A%20TRAJECTORIAL%20INTERPRETATION%20OF%20DOOB%E2%80%99S%20MARTINGALE%20INEQUALITIES_Acciaio_Trajectorial_interpretation_Doobs_2013.pdf)  Preview |
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| 6. |
Acciaio, Beatrice, Föllmer, Hans and Penner, Irina
(2012)
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles.
Finance and Stochastics, 16
(4).
pp. 669-709.
ISSN 0949-2984
| ![[img]](/50118/1.hassmallThumbnailVersion/__lse.ac.uk_storage_LIBRARY_Secondary_libfile_shared_repository_Content_Acciaio%2C%20B_Risk%20assessment_Acciaio_Risk%20assessment_2014.pdf)  Preview |
| |
| 7. |
Acciaio, Beatrice and Svindland, Gregor
(2009)
Optimal risk sharing with different reference probabilities.
Insurance: Mathematics and Economics, 44
(3).
pp. 426-433.
ISSN 0167-6687
| ![[img]](/50119/1.hassmallThumbnailVersion/__libfile_repository_Content_Acciaio%2C%20B_Optimal%20Risk%20Sharing%20with%20Different%20Reference%20Probabilities_Acciaio_Optimal_risk_sharing_2013.pdf)  Preview |
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