A model‐free version of the fundamental theorem of asset pricing and the super‐replication theorem B Acciaio, M Beiglböck, F Penkner, W Schachermayer
Mathematical Finance 26 (2), 233-251, 2016
201 2016 Dynamic risk measures B Acciaio, I Penner
Advanced mathematical methods for finance, 1-34, 2011
193 2011 Cot-gan: Generating sequential data via causal optimal transport T Xu, LK Wenliang, M Munn, B Acciaio
Advances in neural information processing systems 33, 8798-8809, 2020
128 2020 Extended mean field control problems: stochastic maximum principle and transport perspective B Acciaio, J Backhoff-Veraguas, R Carmona
SIAM journal on Control and Optimization 57 (6), 3666-3693, 2019
97 2019 Optimal risk sharing with non-monotone monetary functionals B Acciaio
Finance and Stochastics 11, 267-289, 2007
88 2007 Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization B Acciaio, J Backhoff-Veraguas, A Zalashko
Stochastic Processes and their Applications 130 (5), 2918-2953, 2020
70 2020 A trajectorial interpretation of Doob’s martingale inequalities B Acciaio, M Beiglböck, F Penkner, W Schachermayer, J Temme
67 2013 Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles B Acciaio, H Föllmer, I Penner
Finance and Stochastics 16, 669-709, 2012
63 2012 Arbitrage of the first kind and filtration enlargements in semimartingale financial models B Acciaio, C Fontana, C Kardaras
Stochastic Processes and their Applications 126 (6), 1761-1784, 2016
61 2016 Designing universal causal deep learning models: The geometric (hyper) transformer B Acciaio, A Kratsios, G Pammer
Mathematical Finance 34 (2), 671-735, 2024
32 2024 Optimal risk sharing with different reference probabilities B Acciaio, G Svindland
Insurance: Mathematics and Economics 44 (3), 426-433, 2009
29 2009 Weak transport for non‐convex costs and model‐independence in a fixed‐income market B Acciaio, M Beiglböck, G Pammer
Mathematical Finance 31 (4), 1423-1453, 2021
25 2021 Cournot--Nash Equilibrium and Optimal Transport in a Dynamic Setting B Acciaio, JB Veraguas, J Jia
SIAM Journal on Control and Optimization 59 (3), 2273-2300, 2021
22 2021 Are law-invariant risk functions concave on distributions? B Acciaio, G Svindland
Dependence Modeling 1 (2013), 54-64, 2013
19 2013 Spate-gan: Improved generative modeling of dynamic spatio-temporal patterns with an autoregressive embedding loss K Klemmer, T Xu, B Acciaio, DB Neill
Proceedings of the AAAI Conference on Artificial Intelligence 36 (4), 4523-4531, 2022
17 2022 Optimal portfolio selection via conditional convex risk measures on L p B Acciaio, V Goldammer
Decisions in Economics and Finance 36, 1-21, 2013
15 2013 Semi-static completeness and robust pricing by informed investors B Acciaio, M Larsson
14 2017 Short note on inf-convolution preserving the Fatou property B Acciaio
Annals of Finance 5 (2), 281-287, 2009
14 2009 Existence of radial solutions for quasilinear elliptic equations with singular nonlinearities B Acciaio, P Pucci
Advanced Nonlinear Studies 3 (4), 511-539, 2003
14 2003 Convergence of adapted empirical measures on B Acciaio, S Hou
The Annals of Applied Probability 34 (5), 4799-4835, 2024
13 2024 