ACCIAIO, BEATRICE
ACCIAIO, BEATRICE
DIPARTIMENTO DI ECONOMIA
A model-free version of the Fundamental Theorem of Asset Pricing and the Super-Replication Theorem
2013 Acciaio, Beatrice; M., Beiglböck; F., Penkner; W., Schachermayer
A trajectorial interpretation of Doob's martingale inequalities
2013 Acciaio, Beatrice; Beiglboeck, M.; Penkner, F.; Schachermayer, W.; Temme, J.
Absolutely continuous optimal martingale measures
2005 Acciaio, Beatrice
An affine intensity model for large credit portfolios
2010 Acciaio, Beatrice; S., Herzel
Are law-invariant risk functions concave on distributions?
2013 Acciaio, Beatrice; Svindland, Gregor
Dynamic convex risk measures
2011 Acciaio, Beatrice; I., Penner
Existence of radial solutions for quasilinear elliptic equations with singular nonlinearities
2003 Acciaio, Beatrice; Pucci, Patrizia
Forecasting corporate default probabilities with Survival Models in Affine Setting
2007 Acciaio, Beatrice; P., Bordi; Stanghellini, Elena
On the Lower Arbitrage Bound of American Contingent Claims
2012 Acciaio, Beatrice; Svindland, G.
Optimal portfolio selection via conditional convex risk measures on L^p
2011 Acciaio, Beatrice; Goldammer, V.
Optimal risk sharing with different reference probabilities
2009 Acciaio, Beatrice; Svindland, G.
Optimal risk sharing with non-monotone monetary functions
2007 Acciaio, Beatrice
Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles
2012 Acciaio, Beatrice; Foellmer, H.; Penner, I.
Short Note on Inf-Convolution Preserving the Fatou Property
2009 Acciaio, Beatrice