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Number of items: **10**.

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
(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