Optimal risk sharing with non-monotone monetary functionals. - Beatrice Acciaio (Finance Stochastics, 2007)

Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. - Beatrice Acciaio; Hans Föllmer; Irina Penner (Finance Stochastics, 2012)

The space of outcomes of semi-static trading strategies need not be closed. - Beatrice Acciaio; Martin Larsson; Walter Schachermayer (Finance Stochastics, 2017)

Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective. - Beatrice Acciaio; Julio D. Backhoff Veraguas; René Carmona 001 (SIAM J. Control. Optim., 2019)

COT-GAN: Generating Sequential Data via Causal Optimal Transport. - Tianlin Xu; Li Kevin Wenliang; Michael Munn; Beatrice Acciaio (NeurIPS, 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)

Quantized Conditional COT-GAN for Video Prediction. - Tianlin Xu; Beatrice Acciaio (CoRR, 2021)

Cournot-Nash Equilibrium and Optimal Transport in a Dynamic Setting. - Beatrice Acciaio; Julio D. Backhoff Veraguas; Junchao Jia (SIAM J. Control. Optim., 2021)

SPATE-GAN: Improved Generative Modeling of Dynamic Spatio-Temporal Patterns with an Autoregressive Embedding Loss. - Konstantin Klemmer; Tianlin Xu; Beatrice Acciaio; Daniel B. Neill (AAAI, 2022)

Metric Hypertransformers are Universal Adapted Maps. - Beatrice Acciaio; Anastasis Kratsios; Gudmund Pammer (CoRR, 2022)

Time-Causal VAE: Robust Financial Time Series Generator. - Beatrice Acciaio; Stephan Eckstein; Songyan Hou (CoRR, 2024)

Calibration of the Bass Local Volatility Model. - Beatrice Acciaio; Antonio Marini; Gudmund Pammer (SIAM J. Financial Math., 2025)