The following pages link to B. Acciaio (Q271850):
Displaying 25 items.
- Arbitrage of the first kind and filtration enlargements in semimartingale financial models (Q271853) (← links)
- Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\) (Q354666) (← links)
- A trajectorial interpretation of Doob's martingale inequalities (Q363856) (← links)
- Short note on inf-convolution preserving the Fatou property (Q666299) (← links)
- Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles (Q693031) (← links)
- Characterization of max-continuous local martingales vanishing at infinity (Q727851) (← links)
- Optimal risk sharing with different reference probabilities (Q1023105) (← links)
- Semi-static completeness and robust pricing by informed investors (Q1676440) (← links)
- (Q2309592) (redirect page) (← links)
- Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization (Q2309594) (← links)
- The space of outcomes of semi-static trading strategies need not be closed (Q2364534) (← links)
- Optimal risk sharing with non-monotone monetary functionals (Q2463715) (← links)
- A model-free version of the fundamental theorem of asset pricing and the super-replication theorem (Q2799994) (← links)
- Absolutely continuous optimal martingale measures (Q3365772) (← links)
- Existence of Radial Solutions for Quasilinear Elliptic Equations with Singular Nonlinearities (Q4454027) (← links)
- Cournot--Nash Equilibrium and Optimal Transport in a Dynamic Setting (Q4994999) (← links)
- Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)
- Short Communication: Inversion of Convex Ordering: Local Volatility Does Not Maximize the Price of VIX Futures (Q5112529) (← links)
- Dynamic Risk Measures (Q5198554) (← links)
- ON THE LOWER ARBITRAGE BOUND OF AMERICAN CONTINGENT CLAIMS (Q5411397) (← links)
- Are law-invariant risk functions concave on distributions? (Q5417590) (← links)
- Weak transport for non‐convex costs and model‐independence in a fixed‐income market (Q6054386) (← links)
- Designing universal causal deep learning models: The geometric (Hyper)transformer (Q6196301) (← links)
- Convergence of adapted empirical measures on \(\mathbb{R}^d\) (Q6620083) (← links)
- Entropic adapted Wasserstein distance on Gaussians (Q6759785) (← links)
