Beatrice Acciaio

Finance · with Penkner · 2012–2013

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Beatrice Acciaio trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. David Hobson *
  2. Mathias Beiglbock
  3. Steven E. Shreve
  4. Pierre Henry-Labordère
  5. Xiaolu Tan
  6. Jan Obłój

Who trusts Beatrice Acciaio overall

  1. Marcel Nutz
  2. Bruno Bouchard
  3. Yan Dolinsky
  4. Mathias Beiglbock
  5. Daniel Bartl
  6. H. M. Soner

Papers from Beatrice Acciaio's perspective

Ordered by how strongly the researchers Beatrice Acciaio trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Optimal transportation under controlled stochastic dynamics
  2. Model-independent bounds for option prices—a mass transport approach (Finance and Stochastics)
  3. The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
  4. Stochastic Calculus for Finance II: Continuous-Time Models
  5. Superreplication under Volatility Uncertainty for Measurable Claims
  6. THE RANGE OF TRADED OPTION PRICES
  7. Making Markov martingales meet marginals: with explicit constructions
  8. Peacocks and Associated Martingales, with Explicit Constructions
  9. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
  10. The Skorokhod embedding problem and its offspring

Their papers