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"Acciaio, Beatrice"

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Number of items: 9.

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Acciaio, Beatrice, Larsson, Martin and Schachermayer, Walter (2017) The space of outcomes of semi-static trading strategies need not be closed. Finance and Stochastics . ISSN 0949-2984 (In Press)

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 (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

Acciaio, Beatrice and Larsson, Martin (2016) Semi-static completeness and robust pricing by informed investors. Annals of Applied Probability . ISSN 1050-5164 (In Press)

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

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, 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

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

This list was generated on Sat Mar 25 20:28:39 2017 GMT.