BATTAUZ, ANNA
BATTAUZ, ANNA
Dipartimento di Finanza
A note on passport options
2009 Battauz, Anna; DE DONNO, Marzia
American options and stochastic interest rates
2022 Battauz, Anna; Rotondi, Francesco
American options with acceleration clauses
In corso di stampa Battauz, Anna; Staffolani, Sara
Arbitrage theory in discrete and continuous time : lecture notes for the course Quantitative finance and derivatives
2009 Battauz, Anna; Ortu, Fulvio
Arbitrage theory in discrete and continuous time: lecture notes for the course Quantitative finance and derivatives: cod. 8444
2009 Battauz, Anna; Ortu, Fulvio
Change of numeraire and American options
2002 Battauz, Anna
Coexistence states for periodic competitive Kolmogorov systems
1998 Battauz, Anna; Zanolin, F.
Coexistence states for periodic planar Kolmogorov systems
1999 Battauz, Anna
Dividend and Uncertainty: Evidence from the italian market
2004 Beccacece, Francesca; Battauz, Anna
Dynamic versus one-period completeness in event-tree security markets
2007 Battauz, Anna; Ortu, Fulvio
Earnouts: the real value of disagreement in mergers and acquisitions
2021 Gatti, Stefano; Battauz, Anna; Viarengo, Luca; Prencipe, Annalisa
Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization
2006 Baccara, M.; Battauz, Anna; Ortu, Fulvio
Envelope theorems in Banach lattices and asset pricing
2015 Battauz, Anna; De Donno, Marzia; Ortu, Fulvio
Intertemporal asset pricing and the marginal utility of wealth
2011 Battauz, Anna; De Donno, Marzia; Ortu, Fulvio
Kim and Omberg revisited: the duality approach
2015 Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro
Non-myopic portfolio choice with unpredictable returns: the jump-to-default case
2018 Battauz, Anna; Sbuelz, Alessandro
On the exercise of American quanto options
2022 Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro
Optimal exercise of American put options near maturity: a new economic perspective
2022 Battauz, Anna; De Donno, Marzia; Gajda, Janusz; Sbuelz, Alessandro
Optimal liquidation policies of redeemable shares
2024 Battauz, Anna; Rotondi, Francesco
Optimal stopping and American options with discrete dividends and exogenous risk
2004 Battauz, Anna; M., Pratelli