Beatrice Acciaio

University of Vienna

Bruenner Strasse 72

Vienna, Vienna 1090

Austria

SCHOLARLY PAPERS

2

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35

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Scholarly Papers (2)

On the Lower Arbitrage Bound of American Contingent Claims

Number of pages: 13 Posted: 27 May 2011
Beatrice Acciaio and Gregor Svindland
University of Vienna and Leibniz Universität Hannover
Downloads 32 (663,542)

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American contingent claim, arbitrage-free price, Snell envelope

On the Lower Arbitrage Bound of American Contingent Claims

Mathematical Finance, Vol. 24, Issue 1, pp. 147-155, 2014
Number of pages: 9 Posted: 13 Dec 2013
Beatrice Acciaio and Gregor Svindland
University of Vienna and Leibniz Universität Hannover
Downloads 2 (964,053)

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American contingent claim, arbitrage‐free price, Snell envelope

2.

A Model‐Free Version of the Fundamental Theorem of Asset Pricing and the Super‐Replication Theorem

Mathematical Finance, Vol. 26, Issue 2, pp. 233-251, 2016
Number of pages: 19 Posted: 10 Mar 2016
Beatrice Acciaio, M. Beiglböck, F. Penkner and W. Schachermayer
University of Vienna, University of Vienna, University of Vienna and University of Vienna
Downloads 1 (937,603)
Citation 4

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model‐independent pricing, fundamental theorem of asset pricing, super‐replication theorem