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Designing universal causal deep learning models: The geometric (Hyper)transformer

• Authors : Acciaio, Beatrice; Kratsios, Anastasis; id_orcid:0 000-0001-6791-3371

Subjects: adapted optimal transport; geometric deep learning; hypernetworks

• Source: Mathematical Finance, 34 (2)

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Designing universal causal deep learning models: The geometric (Hyper)transformer

• Authors : Acciaio, Beatrice; Kratsios, Anastasis; Pammer, Gudmund ...

• Source: Mathematical Finance ; volume 34, issue 2, page 671-735 ; ISSN 0960-1627 1467-9965

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Model-independent pricing with insider information:A Skorokhod embedding approach

• Authors : Acciaio, Beatrice; Cox, Alexander M. G.; Huesmann, Martin

Subjects: Inside information; Skorokhod embedding problem; model-independent pricing and hedging

• Source: Acciaio , B , Cox , A M G & Huesmann , M 2021 , ' Model-independent pricing with insider information : A Skorokhod embedding approach ' , Advances in Applied Probability

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Weak transport for non-convex costs and model-independence in a fixed-income market

• Authors : Acciaio, Beatrice; Beiglböck, Mathias; Pammer, Gudmund

Subjects: fixed-income markets; robust pricing and hedging; weak transport problem

• Source: Mathematical Finance, 31 (4)

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SEMI-STATIC COMPLETENESS AND ROBUST PRICING BY INFORMED INVESTORS

• Authors : Acciaio, Beatrice; Larsson, Martin

• Source: The Annals of Applied Probability, 2017 Aug 01. 27(4), 2270-2304.

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Model-independent pricing with additional information - a Skorokhod embedding approach

• Authors : Acciaio, Beatrice

Subjects: Mathematics; Game theory; economicsOaxaca (Mexico : State)

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The space of outcomes of semi-static trading strategies need not be closed

• Authors : Acciaio, Beatrice; Larsson, Martin; Schachermayer, Walter

Subjects: Semi-static trading strategies; Semi-static completeness; Semi-static replication

• Source: Finance and Stochastics, 21 (3)

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Are law-invariant risk functions concave on distributions?

• Authors : Acciaio Beatrice; Svindland Gregor

Subjects: convexity; law-invariant risk measure; convex order

• Source: Dependence Modeling, Vol 1, Iss 2013, Pp 54-64 (2013)

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Characterization of max-continuous local martingales vanishing at infinity

• Authors : Acciaio, Beatrice; Penner, I.

Subjects: QA Mathematics

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Arbitrage of the first kind and filtration enlargements in semimartingale financial models

• Authors : Acciaio, Beatrice; Fontana, Claudio; Kardaras, Constantinos ...

Subjects: Applied Mathematics; Modeling and Simulation; Statistics and Probability

• Source: Stochastic Processes and their Applications ; volume 126, issue 6, page 1761-1784 ; ISSN 0304-4149

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