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2020 – today
- 2025
[j8]Beatrice Acciaio, Antonio Marini
, Gudmund Pammer:
Calibration of the Bass Local Volatility Model. SIAM J. Financial Math. 16(3): 803-833 (2025)- [j7]Beatrice Acciaio, Daniel Krsek, Gudmund Pammer:
Multicausal Transport: Barycenters and Dynamic Matching. SIAM J. Financial Math. 16(3): 1104-1138 (2025) - 2024
- [i5]Beatrice Acciaio, Stephan Eckstein, Songyan Hou:
Time-Causal VAE: Robust Financial Time Series Generator. CoRR abs/2411.02947 (2024) - 2022
- [c2]Konstantin Klemmer, Tianlin Xu, Beatrice Acciaio, Daniel B. Neill:
SPATE-GAN: Improved Generative Modeling of Dynamic Spatio-Temporal Patterns with an Autoregressive Embedding Loss. AAAI 2022: 4523-4531 - [i4]Beatrice Acciaio, Anastasis Kratsios, Gudmund Pammer:
Metric Hypertransformers are Universal Adapted Maps. CoRR abs/2201.13094 (2022) - 2021
- [j6]Beatrice Acciaio, Julio D. Backhoff Veraguas, Junchao Jia:
Cournot-Nash Equilibrium and Optimal Transport in a Dynamic Setting. SIAM J. Control. Optim. 59(3): 2273-2300 (2021) - [i3]Tianlin Xu, Beatrice Acciaio:
Quantized Conditional COT-GAN for Video Prediction. CoRR abs/2106.05658 (2021) - [i2]Konstantin Klemmer, Tianlin Xu, Beatrice Acciaio, Daniel B. Neill:
SPATE-GAN: Improved Generative Modeling of Dynamic Spatio-Temporal Patterns with an Autoregressive Embedding Loss. CoRR abs/2109.15044 (2021) - 2020
- [j5]Beatrice Acciaio, Julien Guyon:
Short Communication: Inversion of Convex Ordering: Local Volatility Does Not Maximize the Price of VIX Futures. SIAM J. Financial Math. 11(1) (2020) - [c1]Tianlin Xu, Li Kevin Wenliang, Michael Munn, Beatrice Acciaio:
COT-GAN: Generating Sequential Data via Causal Optimal Transport. NeurIPS 2020 - [i1]Tianlin Xu, Li Kevin Wenliang, Michael Munn, Beatrice Acciaio:
COT-GAN: Generating Sequential Data via Causal Optimal Transport. CoRR abs/2006.08571 (2020)
2010 – 2019
- 2019
- [j4]Beatrice Acciaio, Julio D. Backhoff Veraguas, René Carmona:
Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective. SIAM J. Control. Optim. 57(6): 3666-3693 (2019) - 2017
- [j3]Beatrice Acciaio, Martin Larsson, Walter Schachermayer:
The space of outcomes of semi-static trading strategies need not be closed. Finance Stochastics 21(3): 741-751 (2017) - 2012
- [j2]Beatrice Acciaio, Hans Föllmer, Irina Penner:
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. Finance Stochastics 16(4): 669-709 (2012)
2000 – 2009
- 2007
- [j1]Beatrice Acciaio:
Optimal risk sharing with non-monotone monetary functionals. Finance Stochastics 11(2): 267-289 (2007)
Coauthor Index
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