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Acciaio, Beatrice, Veraguas, Julio Backhoff and Jia, Junchao (2021) Cournot-Nash equilibrium and optimal transport in a dynamic setting. SIAM Journal on Control and Optimization, 59 (3). 2273 - 2300. ISSN 0363-0129
Acciaio, Beatrice and Guyon, Julien (2020) Short communication: inversion of convex ordering: local volatility does not maximise the price of VIX futures. SIAM Journal on Financial Mathematics, 11 (1). SC1 - SC13. ISSN 1945-497X
Acciaio, Beatrice, Backhoff-Veraguas, J. and Carmona, Rene (2019) Extended mean field control problems: stochastic maximum principle and transport perspective. SIAM Journal on Control and Optimization, 57 (6). 3666 - 3693. ISSN 0363-0129
Acciaio, Beatrice, Larsson, Martin and Schachermayer, Walter (2017) The space of outcomes of semi-static trading strategies need not be closed. Finance and Stochastics, 21 (3). pp. 741-751. ISSN 0949-2984
Acciaio, Beatrice and Larsson, Martin (2017) Semi-static completeness and robust pricing by informed investors. Annals of Applied Probability, 27 (4). pp. 2270-2304. ISSN 1050-5164
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
Acciaio, Beatrice, Fontana, Claudio and Kardaras, Constantinos 
ORCID: 0000-0001-6903-4506
(2016)
Arbitrage of the first kind and filtration enlargements in semimartingale financial models.
Stochastic Processes and Their Applications, 126 (6).
pp. 1761-1784.
ISSN 0304-4149
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). 233 - 251. ISSN 0960-1627
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
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
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
Klemmer, Konstantin, Xu, Tianlin, Acciaio, Beatrice and Neill, Daniel B. (2022) SPATE-GAN: improved generative modeling of dynamic spatio-temporal patterns with an autoregressive embedding loss. In: AAAI-22 Technical Tracks 4. Proceedings of the AAAI Conference on Artificial Intelligence (4). Association for the Advancement of Artificial Intelligence, pp. 4523-4531. ISBN 1577358767
