Sfoglia per Autore
Coexistence states for periodic competitive Kolmogorov systems
1998 Battauz, Anna; Zanolin, F.
Coexistence states for periodic planar Kolmogorov systems
1999 Battauz, Anna
Change of numeraire and American options
2002 Battauz, Anna
Quadratic hedging for asset derivatives with discrete stochastic dividends
2003 Battauz, Anna
Quali sicurezze per i nostri risparmi?
2004 Battauz, Anna
Dividend and Uncertainty: Evidence from the italian market
2004 Beccacece, Francesca; Battauz, Anna
Optimal stopping and American options with discrete dividends and exogenous risk
2004 Battauz, Anna; M., Pratelli
Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization
2006 Baccara, M.; Battauz, Anna; Ortu, Fulvio
Dynamic versus one-period completeness in event-tree security markets
2007 Battauz, Anna; Ortu, Fulvio
Real Options and American Derivatives: The Double Continuation Region
2009 Battauz, Anna; DE DONNO, Marzia; Sbuelz, Alessandro
Arbitrage theory in discrete and continuous time : lecture notes for the course Quantitative finance and derivatives
2009 Battauz, Anna; Ortu, Fulvio
A note on passport options
2009 Battauz, Anna; DE DONNO, Marzia
Teoria dell'arbitraggio in tempo discreto e continuo : materiale didattico per il corso di Finanza quantitativa e derivati
2009 Battauz, Anna; Ortu, Fulvio
Risk tolerance levels for insurance companies
2009 Battauz, Anna; DE DONNO, Marzia; Sbuelz, Alessandro; Tolotti, Marco
Arbitrage theory in discrete and continuous time: lecture notes for the course Quantitative finance and derivatives: cod. 8444
2009 Battauz, Anna; Ortu, Fulvio
Intertemporal asset pricing and the marginal utility of wealth
2011 Battauz, Anna; De Donno, Marzia; Ortu, Fulvio
Real options with a double continuation region
2012 Battauz, Anna; DE DONNO, Marzia; A., Sbuelz
THE PUT-CALL SYMMETRY FOR AMERICAN OPTIONS IN THE HESTON STOCHASTIC VOLATILITY MODEL
2014 Battauz, Anna; MARZIA DE, Donno; Sbuelz, Alessandro
Real options and American derivatives: the double continuation region
2015 Battauz, Anna; DE DONNO, Marzia; Sbuelz, Alessandro
Kim and Omberg revisited: the duality approach
2015 Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro
Titolo | Data di pubblicazione | Autore(i) | Rivista | Editore |
---|---|---|---|---|
Coexistence states for periodic competitive Kolmogorov systems | 1-gen-1998 | Battauz, Anna; Zanolin, F. | JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | - |
Coexistence states for periodic planar Kolmogorov systems | 1-gen-1999 | Battauz, Anna | NONLINEAR ANALYSIS | Elsevier Science Limited:Oxford Fulfillment Center, PO Box 800, Kidlington Oxford OX5 1DX United Kingdom:011 44 1865 843000, 011 44 1865 843699, EMAIL: asianfo@elsevier.com, tcb@elsevier.co.UK, INTERNET: http://www.elsevier.com, http://www.elsevier.com/locate/shpsa/, Fax: 011 44 1865 843010 |
Change of numeraire and American options | 1-gen-2002 | Battauz, Anna | STOCHASTIC ANALYSIS AND APPLICATIONS | Marcel Dekker Incorporated:270 Madison Avenue:New York, NY 10016:(800)228-1160, (212)696-9000, EMAIL: bookorders@dekker.com, INTERNET: http://www.dekker.com, Fax: (212)685-4540 |
Quadratic hedging for asset derivatives with discrete stochastic dividends | 1-gen-2003 | Battauz, Anna | INSURANCE MATHEMATICS & ECONOMICS | Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598 |
Quali sicurezze per i nostri risparmi? | 1-gen-2004 | Battauz, Anna | - | Springer |
Dividend and Uncertainty: Evidence from the italian market | 1-gen-2004 | Beccacece, Francesca; Battauz, Anna | INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE | - |
Optimal stopping and American options with discrete dividends and exogenous risk | 1-gen-2004 | Battauz, Anna; M., Pratelli | INSURANCE MATHEMATICS & ECONOMICS | - |
Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization | 1-gen-2006 | Baccara, M.; Battauz, Anna; Ortu, Fulvio | JOURNAL OF ECONOMIC DYNAMICS & CONTROL | primo editore:North-Holland, Amsterdam attuale:Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598 |
Dynamic versus one-period completeness in event-tree security markets | 1-gen-2007 | Battauz, Anna; Ortu, Fulvio | ECONOMIC THEORY | - |
Real Options and American Derivatives: The Double Continuation Region | 1-gen-2009 | Battauz, Anna; DE DONNO, Marzia; Sbuelz, Alessandro | - | Dipartimento di discipline matematiche, finanza matematica ed econometria, Università Cattolica di Miliano |
Arbitrage theory in discrete and continuous time : lecture notes for the course Quantitative finance and derivatives | 1-gen-2009 | Battauz, Anna; Ortu, Fulvio | - | EGEA |
A note on passport options | 1-gen-2009 | Battauz, Anna; DE DONNO, Marzia | PRAVARTAK | - |
Teoria dell'arbitraggio in tempo discreto e continuo : materiale didattico per il corso di Finanza quantitativa e derivati | 1-gen-2009 | Battauz, Anna; Ortu, Fulvio | - | EGEA |
Risk tolerance levels for insurance companies | 1-gen-2009 | Battauz, Anna; DE DONNO, Marzia; Sbuelz, Alessandro; Tolotti, Marco | GIORNALE DELL'ISTITUTO ITALIANO DEGLI ATTUARI | - |
Arbitrage theory in discrete and continuous time: lecture notes for the course Quantitative finance and derivatives: cod. 8444 | 1-gen-2009 | Battauz, Anna; Ortu, Fulvio | - | EGEA |
Intertemporal asset pricing and the marginal utility of wealth | 1-gen-2011 | Battauz, Anna; De Donno, Marzia; Ortu, Fulvio | JOURNAL OF MATHEMATICAL ECONOMICS | - |
Real options with a double continuation region | 1-gen-2012 | Battauz, Anna; DE DONNO, Marzia; A., Sbuelz | QUANTITATIVE FINANCE | - |
THE PUT-CALL SYMMETRY FOR AMERICAN OPTIONS IN THE HESTON STOCHASTIC VOLATILITY MODEL | 1-gen-2014 | Battauz, Anna; MARZIA DE, Donno; Sbuelz, Alessandro | MATHEMATICAL FINANCE LETTERS | - |
Real options and American derivatives: the double continuation region | 1-gen-2015 | Battauz, Anna; DE DONNO, Marzia; Sbuelz, Alessandro | MANAGEMENT SCIENCE | - |
Kim and Omberg revisited: the duality approach | 1-gen-2015 | Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro | JOURNAL OF PROBABILITY AND STATISTICS | - |
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