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Acciaio, Beatrice
 
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Results 1-17 of 17 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Acciaio, Beatrice ; Backhoff, Julio ; Carmona, René Extended Mean Field Control Problems: stochastic maximum principle and transport perspectivePreprint Preprint2018
2Acciaio, Beatrice ; Backhoff, Julio ; Zalashko, Anastasiia Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimizationPreprint Preprint2017
3Acciaio, Beatrice ; Huesmann, Martin Model-independent pricing with additional informationPräsentation Presentation2016
4Acciaio, Beatrice ; Cox, Alexander M.G. ; Huesmann, Martin Model-independent pricing with insider information: a Skorokhod embedding approachPreprint Preprint2016
5Acciaio, B. ; Beiglböck, M. ; Penkner, F. ; Schachermayer, W. A Model-free Version of the Fundamental Theorem of Asset Pricing and the Super-Replication TheoremArtikel Article 2016
6Acciaio, Beatrice ; Svindland, Gregor On the Lower Arbitrage Bound of American Contingent Claims Mathematical FinanceArtikel Article2014
7Acciaio, Beatrice ; Goldammer, Verena Optimal portfolio selection via conditional convex risk measures on LᵖArtikel Article2013
8Acciaio, Beatrice ; Föllmer, Hans ; Penner, Irina Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubblesArtikel Article2012
9Acciaio, Beatrice ; Penner, Irina Dynamic Risk MeasuresBuchbeitrag Book Contribution 2011
10Acciaio, Beatrice ; Herzel, Stefano An affine intensity model for large credit portfoliosArtikel Article2010
11Acciaio, Beatrice ; Svindland, Gregor Optimal risk sharing with different reference probabilitiesArtikel Article2009
12Acciaio, Beatrice Short Note on Inf-Convolution Preserving the Fatou PropertyArtikel Article2009
13Acciaio, Beatrice An affine intensity model for large credit portfoliosPräsentation Presentation2008
14Acciaio, Beatrice An affine intensity model for large credit portfoliosPräsentation Presentation2008
15Acciaio, Beatrice Optimal Risk Allocation when Agents have Different Reference Probability MeasuresPräsentation Presentation2007
16Acciaio, Beatrice Optimal risk sharing with non-monotone monetary functionalsArtikel Article2007
17Acciaio, Beatrice Forecasting corporate default probabilities with Survival Models in Affine SettingPräsentation Presentation2007