Regular biography
Prof. Dr. Beatrice Acciaio is a Professor in the Department of Mathematics at ETH Zurich. Her research interests include mathematical finance and stochastic analysis. She is affiliated with the Department of Mathematics and holds the title of Professor. Her group is based in HG G 54.3, Zurich. For more information, visit her profile page at https://math.ethz.ch/the-department/people.html?u=beacciaio.
Scholar-generated biography
Beatrice Acciaio is a professor at ETH Zurich, specializing in mathematical finance and stochastic analysis. Her research focuses on dynamic risk measures, model-free asset pricing, and optimal risk sharing. She explores the connections between financial mathematics and optimal transport theory, particularly in the context of non-convex costs and model ambiguity. Acciaio also investigates filtration enlargements, arbitrage, and the role of bubbles in financial markets. Her work includes contributions to generative modeling of dynamic spatio-temporal patterns and causal optimal transport. She has published extensively on topics such as super-replication, stochastic maximum principles, and robust pricing. Her research bridges theoretical finance with applied mathematics, emphasizing model independence and risk assessment in uncertain environments.