Beatrice Acciaio

According to our database, Beatrice Acciaio authored at least 10 papers between 2007 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2022

Metric Hypertransformers are Universal Adapted Maps.

Beatrice Acciaio, Anastasis Kratsios, Gudmund Pammer

CoRR, 2022

SPATE-GAN: Improved Generative Modeling of Dynamic Spatio-Temporal Patterns with an Autoregressive Embedding Loss.

Konstantin Klemmer, Tianlin Xu, Beatrice Acciaio, Daniel B. Neill

Proceedings of the Thirty-Sixth AAAI Conference on Artificial Intelligence, 2022

2021

Cournot-Nash Equilibrium and Optimal Transport in a Dynamic Setting.

Beatrice Acciaio, Julio D. Backhoff Veraguas, Junchao Jia

SIAM J. Control. Optim., 2021

Quantized Conditional COT-GAN for Video Prediction.

Tianlin Xu, Beatrice Acciaio

CoRR, 2021

2020

Short Communication: Inversion of Convex Ordering: Local Volatility Does Not Maximize the Price of VIX Futures.

Beatrice Acciaio, Julien Guyon

SIAM J. Financial Math., 2020

COT-GAN: Generating Sequential Data via Causal Optimal Transport.

Tianlin Xu, Li Kevin Wenliang, Michael Munn, Beatrice Acciaio

Proceedings of the Advances in Neural Information Processing Systems 33: Annual Conference on Neural Information Processing Systems 2020, 2020

2019

Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective.

Beatrice Acciaio, Julio D. Backhoff Veraguas, René Carmona

SIAM J. Control. Optim., 2019

2017

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

Beatrice Acciaio, Martin Larsson, Walter Schachermayer

Finance Stochastics, 2017

2012

Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles.

Beatrice Acciaio, Hans Föllmer, Irina Penner

Finance Stochastics, 2012

2007

Optimal risk sharing with non-monotone monetary functionals.

Beatrice Acciaio

Finance Stochastics, 2007