IRIS

BATTAUZ, ANNA

BATTAUZ, ANNA  

Dipartimento di Finanza  

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Risultati 1 - 20 di 29 (tempo di esecuzione: 0.036 secondi).
Titolo Data di pubblicazione Autore(i) Rivista Editore
A note on passport options 1-gen-2009 Battauz, Anna; DE DONNO, Marzia PRAVARTAK -
American options and stochastic interest rates 1-gen-2022 Battauz, Anna; Rotondi, Francesco COMPUTATIONAL MANAGEMENT SCIENCE -
American options with acceleration clauses In corso di stampa Battauz, Anna; Staffolani, Sara DECISIONS IN ECONOMICS AND FINANCE -
Arbitrage theory in discrete and continuous time : lecture notes for the course Quantitative finance and derivatives 1-gen-2009 Battauz, Anna; Ortu, Fulvio - EGEA
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
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
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
Dividend and Uncertainty: Evidence from the italian market 1-gen-2004 Beccacece, Francesca; Battauz, Anna INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE -
Dynamic versus one-period completeness in event-tree security markets 1-gen-2007 Battauz, Anna; Ortu, Fulvio ECONOMIC THEORY -
Earnouts: the real value of disagreement in mergers and acquisitions 1-gen-2021 Gatti, Stefano; Battauz, Anna; Viarengo, Luca; Prencipe, Annalisa EUROPEAN FINANCIAL MANAGEMENT -
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
Envelope theorems in Banach lattices and asset pricing 1-gen-2015 Battauz, Anna; De Donno, Marzia; Ortu, Fulvio MATHEMATICS AND FINANCIAL ECONOMICS -
Intertemporal asset pricing and the marginal utility of wealth 1-gen-2011 Battauz, Anna; De Donno, Marzia; Ortu, Fulvio JOURNAL OF MATHEMATICAL ECONOMICS -
Kim and Omberg revisited: the duality approach 1-gen-2015 Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro JOURNAL OF PROBABILITY AND STATISTICS -
Non-myopic portfolio choice with unpredictable returns: the jump-to-default case 1-gen-2018 Battauz, Anna; Sbuelz, Alessandro EUROPEAN FINANCIAL MANAGEMENT -
On the exercise of American quanto options 1-gen-2022 Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE -
Optimal exercise of American put options near maturity: a new economic perspective 1-gen-2022 Battauz, Anna; De Donno, Marzia; Gajda, Janusz; Sbuelz, Alessandro REVIEW OF DERIVATIVES RESEARCH -
Optimal liquidation policies of redeemable shares 1-gen-2024 Battauz, Anna; Rotondi, Francesco COMPUTATIONAL MANAGEMENT SCIENCE -
Optimal stopping and American options with discrete dividends and exogenous risk 1-gen-2004 Battauz, Anna; M., Pratelli INSURANCE MATHEMATICS & ECONOMICS -