受强制性开放获取政策约束的文章 - Beatrice Acciaio了解详情
可在其他位置公开访问的文章:13 篇
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
强制性开放获取政策: Austrian Science Fund, European Commission, Vienna Science and Technology …
Dynamic risk measures
B Acciaio, I Penner
Advanced mathematical methods for finance, 1-34, 2011
强制性开放获取政策: German Research Foundation
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
强制性开放获取政策: US National Science Foundation, US Department of Defense
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
强制性开放获取政策: Austrian Science Fund
A trajectorial interpretation of Doob’s martingale inequalities
B Acciaio, M Beiglböck, F Penkner, W Schachermayer, J Temme
强制性开放获取政策: Austrian Science Fund
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
强制性开放获取政策: German Research Foundation
Designing universal causal deep learning models: The geometric (hyper) transformer
B Acciaio, A Kratsios, G Pammer
Mathematical Finance 34 (2), 671-735, 2024
强制性开放获取政策: European Commission
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
强制性开放获取政策: UK Engineering and Physical Sciences Research Council
The space of outcomes of semi-static trading strategies need not be closed
B Acciaio, M Larsson, W Schachermayer
Finance and Stochastics 21 (3), 741-751, 2017
强制性开放获取政策: Swiss National Science Foundation, Austrian Science Fund, Vienna Science and …
Model-independent pricing with insider information: A Skorokhod embedding approach
B Acciaio, AMG Cox, M Huesmann
Advances in Applied Probability 53 (1), 30-56, 2021
强制性开放获取政策: Austrian Science Fund, German Research Foundation, Vienna Science and …
Quantitative fundamental theorem of asset pricing
B Acciaio, J Backhoff‐Veraguas, G Pammer
Mathematical Finance, 2025
强制性开放获取政策: Austrian Science Fund
Generalized McKean-Vlasov (mean field) control: a stochastic maximum principle and a transport perspective
B Acciaio, J Backhoff-Veraguas, R Carmona
arXiv preprint arXiv:1802.05754, 2018
强制性开放获取政策: US National Science Foundation, US Department of Defense
Revisiting persistent private information
B Acciaio, RA Crowell, J Cvitanic
tech. rep., available at arXiv, 2021
强制性开放获取政策: US National Science Foundation
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