Preprints

B. Acciaio, M. Beiglboeck, G. Pammer
Weak Transport for NonConvex Costs and Modelindependence in a FixedIncome Market
Submitted. 
B. Acciaio, T. Xu
Quantized Conditional COTGAN for Video Prediction
Submitted. 
B. Acciaio, Z. Grbac
Consistency of traded option prices and absence of arbitrage in the presence of stochastic interest rates
Preprint.
Published and forthcoming

B. Acciaio, J. Backhoff Veraguas and J. Jia
CournotNash equilibrium and optimal transport in a dynamic setting
SIAM Journal on Control and Optimization, forthcoming. 
B. Acciaio, A. Cox and M. Huesmann
Modelindependent pricing with insider information: a Skorokhod embedding approach
Advances in Applied Probability 53/1, 3056, 2021. 
B. Acciaio, J. Backhoff Veraguas and A. Zalashko
Causal optimal transport and its links to enlargement of filtrations and continuoustime stochastic optimization
Stochastic Processes and their Applications 130/5, 29182953, 2020. 
B. Acciaio and J. Guyon
Inversion of Convex Ordering: Local Volatility Does Not Maximize the Price of VIX Futures
SIAM Journal on Financial Mathematics 11/1, SC1SC13, 2020. 
B. Acciaio, M. Munn, L.K. Wenliang, T. Xu
COTGAN: Generating Sequential Data via Causal Optimal Transport
NeurIPS, 2020. 
B. Acciaio, J. Backhoff Veraguas and R. Carmona
Extended Mean Field Control Problems: stochastic maximum principle and transport perspective
SIAM journal on Control and Optimization 57/6, 36663693, 2019. 
B. Acciaio and M. Larsson
Semistatic completeness and robust pricing by informed investors
The Annals of Applied Probability 27/4, 22702304, 2017. 
B. Acciaio, M. Larsson and W. Schachermayer
The space of outcomes of semistatic trading strategies need not be closed
Finance and Stochastics 21/3, 741751, 2017. 
B. Acciaio, M. Beiglböck, F. Penkner and W. Schachermayer
A modelfree version of the Fundamental Theorem of Asset Pricing and the SuperReplication Theorem
Mathematical Finance 26/2, 233251, 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, 17611784, 2016. 
B. Acciaio and I. Penner
Characterization of nonnegative maxcontinuous local martingales vanishing at infinity
Electronic Communications in Probability 21, 110, 2016. 
B. Acciaio and A. Pratelli
On the minimization of area among chordconvex Zindler sets
In: New trends in Shape Optimization, Springer, 117, 2015. 
B. Acciaio and G. Svindland
On the Lower Arbitrage Bound of American Contingent Claims
Mathematical Finance 24/1, 147–155, 2014. 
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, 14941505, 2013. 
B. Acciaio and V. Goldammer
Optimal portfolio selection via conditional convex risk measures on L^p
Decisions in Economics and Finance 36/1, 121, 2013. 
B. Acciaio and G. Svindland
Are lawinvariant risk functions concave on distributions?
Dependence Modeling 1/3, 5464, 2013. DOI: 10.2478/demo20130003 
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, 669709, 2012. 
B. Acciaio and I. Penner
Dynamic convex risk measures
In: Advanced Mathematical Methods for Finance, G. Di Nunno and B. Øksendal (eds.) SpringerVerlag Berlin Heidelberg, Ch. 1, pp. 134, 2011. 
B. Acciaio and S. Herzel
Modelling the default risk in large credit portfolios
International Journal of Risk Assessment and Management 14/6, 2010. 
B. Acciaio
Short Note on InfConvolution Preserving the Fatou Property
Annals of Finance 5, 281287, 2009. 
B. Acciaio and G. Svindland
Optimal risk sharing with different reference probabilities
Insurance: Mathematics and Economics 44, 426433, 2009. Addendum 
B. Acciaio
Optimal risk sharing with nonmonotone monetary functionals
Finance & Stochastics 11/2, 267–289, 2007. 
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. 
B. Acciaio
Absolutely continuous optimal martingale measures
Statistics & Decisions 23, 81–100, 2005. 
B. Acciaio and P. Pucci
Existence of radial solutions for quasilinear elliptic equations with singular nonlinearities
Advanced Nonlinear Studies 3, 513–541, 2003.
Theses

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