A model‐free version of the fundamental theorem of asset pricing and the super‐replication theorem B Acciaio, M Beiglböck, F Penkner, W Schachermayer Mathematical Finance 26 (2), 233-251, 2016 | 193 | 2016 |

Dynamic risk measures B Acciaio, I Penner Advanced mathematical methods for finance, 1-34, 2011 | 190 | 2011 |

Cot-gan: Generating sequential data via causal optimal transport T Xu, LK Wenliang, M Munn, B Acciaio Advances in neural information processing systems 33, 8798-8809, 2020 | 107 | 2020 |

Extended mean field control problems: stochastic maximum principle and transport perspective B Acciaio, J Backhoff-Veraguas, R Carmona SIAM journal on Control and Optimization 57 (6), 3666-3693, 2019 | 91 | 2019 |

Optimal risk sharing with non-monotone monetary functionals B Acciaio Finance and Stochastics 11, 267-289, 2007 | 82 | 2007 |

A trajectorial interpretation of Doob’s martingale inequalities B Acciaio, M Beiglböck, F Penkner, W Schachermayer, J Temme | 65 | 2013 |

Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles B Acciaio, H Föllmer, I Penner Finance and Stochastics 16, 669-709, 2012 | 63 | 2012 |

Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization B Acciaio, J Backhoff-Veraguas, A Zalashko Stochastic Processes and their Applications 130 (5), 2918-2953, 2020 | 61 | 2020 |

Arbitrage of the first kind and filtration enlargements in semimartingale financial models B Acciaio, C Fontana, C Kardaras Stochastic Processes and their Applications 126 (6), 1761-1784, 2016 | 60 | 2016 |

Dynamic risk measures. Advanced Mathematical Methods for Finance B Acciaio, I Penner Springer, 2011 | 40 | 2011 |

Optimal risk sharing with different reference probabilities B Acciaio, G Svindland Insurance: Mathematics and Economics 44 (3), 426-433, 2009 | 28 | 2009 |

Designing universal causal deep learning models: The geometric (hyper) transformer B Acciaio, A Kratsios, G Pammer Mathematical Finance 34 (2), 671-735, 2024 | 26 | 2024 |

Weak transport for non‐convex costs and model‐independence in a fixed‐income market B Acciaio, M Beiglböck, G Pammer Mathematical Finance 31 (4), 1423-1453, 2021 | 21 | 2021 |

Cournot--Nash Equilibrium and Optimal Transport in a Dynamic Setting B Acciaio, JB Veraguas, J Jia SIAM Journal on Control and Optimization 59 (3), 2273-2300, 2021 | 21 | 2021 |

Are law-invariant risk functions concave on distributions? B Acciaio, G Svindland Dependence Modeling 1 (2013), 54-64, 2013 | 19 | 2013 |

Spate-gan: Improved generative modeling of dynamic spatio-temporal patterns with an autoregressive embedding loss K Klemmer, T Xu, B Acciaio, DB Neill Proceedings of the AAAI Conference on Artificial Intelligence 36 (4), 4523-4531, 2022 | 17 | 2022 |

Semi-static completeness and robust pricing by informed investors B Acciaio, M Larsson | 15 | 2017 |

Optimal portfolio selection via conditional convex risk measures on *L* ^{ p }B Acciaio, V Goldammer Decisions in Economics and Finance 36, 1-21, 2013 | 15 | 2013 |

Short note on inf-convolution preserving the Fatou property B Acciaio Annals of Finance 5 (2), 281-287, 2009 | 14 | 2009 |

Existence of radial solutions for quasilinear elliptic equations with singular nonlinearities B Acciaio, P Pucci Advanced Nonlinear Studies 3 (4), 511-539, 2003 | 14 | 2003 |