B. Acciaio, J. Backhoff Veraguas and A. Zalashko
Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization
Submitted []

B. Acciaio, A. Cox and M. Huesmann
Model-independent pricing with insider information: a Skorokhod embedding approach
Submitted []

Published and forthcoming

B. Acciaio, M. Larsson and W. Schachermayer
The space of outcomes of semi-static trading strategies need not be closed

Finance and Stochastics, forthcoming

B. Acciaio and M. Larsson
Semi-static completeness and robust pricing by informed investors

The Annals of Applied Probability, forthcoming

B. Acciaio and I. Penner
Characterization of non-negative max-continuous local martingales vanishing at infinity
Electronic Communications in Probability 21, 1-10, 2016

B. Acciaio, C. Fontana and K. Kardaras
Arbitrage of the first kind and filtration enlargements in semimartingale financial models
Stochastic Processes and their Applications 126/6, 1761-1784, 2016

B. Acciaio and A. Pratelli
On the minimization of area among chord-convex Zindler sets
In New trends in Shape Optimization, Springer, 1-17, 2015
[PDF(340 KB)]

B. Acciaio, M. Beiglböck, F. Penkner and W. Schachermayer
A m
odel-free version of the Fundamental Theorem of Asset Pricing and the Super-Replication Theorem
Mathematical Finance, 26/2, 233-251, 2016
[PDF(162 KB)]

B. Acciaio and G. Svindland
Are law-invariant risk functions concave on distributions?
Dependence Modeling  1/3, 54-64, 2013
[PDF(293 KB)] [DOI: 10.2478/demo-2013-0003]

B. Acciaio, M. Beiglböck, F. Penkner, W. Schachermayer and J. Temme
A trajectorial interpretation of Doob’s martingale inequalities
The Annals of Applied Probability 23/4, 1494-1505, 2013
[PDF(129 KB)]

B. Acciaio and G. Svindland
On the Lower Arbitrage Bound of American Contingent Claims
Mathematical Finance 24/1, 147–155, 2014
[PDF(332 KB)]

B. Acciaio, H. Föllmer and I. Penner
Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles
Finance & Stochastics 16/4, 669-709, 2012
[PDF(473 KB)] [Abstract]

B. Acciaio and V. Goldammer
Optimal portfolio selection via conditional convex risk measures on L^p
Decisions in Economics and Finance 36/1, 1-21, 2013
[PDF(4,11 MB)]

B. Acciaio and I. Penner
Dynamic convex risk measures
In Advanced Mathematical Methods for Finance, G. Di Nunno and B. Øksendal (eds.) Springer-Verlag Berlin Heidelberg, Ch. 1, pp. 1-34, 2011
[PDF(267 KB)] [Abstract]

B. Acciaio and S. Herzel
Modelling the default risk in large credit portfolios
International Journal of Risk Assessment and Management 14/6, 2010
[PDF(290 KB)] [Abstract]

B. Acciaio and G. Svindland
Optimal risk sharing with different reference probabilities
Insurance: Mathematics and Economics 44, 426-433, 2009
[PDF(236 KB)] [Abstract] [Addendum]

B. Acciaio
Short Note on Inf-Convolution Preserving the Fatou Property
Annals of Finance 5, 281-287, 2009
[PDF(136 KB)] [Abstract]

B. Acciaio
Optimal risk sharing with non-monotone monetary functionals
Finance & Stochastics 11/2, 267–289, 2007
[PDF(250 KB)] [Abstract]

B. Acciaio, P. Bordi and E. Stanghellini
Forecasting corporate default probabilities with Survival Models in Affine Setting
SIS Proceedings of the 2007 Intermediate Conference on Risk and Prediction
[PDF(58.9 KB)] [Abstract]

B. Acciaio
Absolutely continuous optimal martingale measures
Statistics & Decisions 23, 81–100, 2005
[PDF(216 KB)] [Abstract]

B. Acciaio and P. Pucci
Existence of radial solutions for quasi-linear elliptic equations with singular nonlinearities
Advanced Nonlinear Studies 3, 513–541, 2003
[PDF(270 KB)] [Abstract]


B. Acciaio
Robust Pricing, Hedging and Risk Management
Habilitation thesis (Habilitationsschrift), University of Vienna, 2013

B. Acciaio
Two problems related to utility theory under unusual assumptions
Ph.D. thesis, University of Perugia, 2006
[PDF(580 KB)]

B. Acciaio
Esistenza di stati fondamentali per problemi ellittici quasi-lineari
Master thesis, University of Perugia, 2002