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Number of items: **9**.

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**.

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