1

Real Options and American Derivatives: The Double Continuation Region

Battauz, Anna, De Donno, Marzia, Sbuelz, Alessandro
Journal:
Management Science
Year:
2015
Language:
english
File:
PDF, 382 KB
english, 2015
2

Intertemporal asset pricing and the marginal utility of wealth

Anna Battauz, Marzia De Donno, Fulvio Ortu
Journal:
Journal of Mathematical Economics
Year:
2011
Language:
english
File:
PDF, 594 KB
english, 2011
3

Quadratic hedging for asset derivatives with discrete stochastic dividends

Anna Battauz
Journal:
Insurance: Mathematics and Economics
Year:
2003
Language:
english
File:
PDF, 271 KB
english, 2003
4

Dynamic versus one-period completeness in event-tree security markets

Anna Battauz, Fulvio Ortu
Journal:
Economic Theory
Year:
2007
Language:
english
File:
PDF, 86 KB
english, 2007
5

Real options with a double continuation region

Battauz, Anna, Donno, Marzia De, Sbuelz, Alessandro
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 255 KB
english, 2012
7

Dynamic versus one-period completeness in event-tree security markets

Anna Battauz and Fulvio Ortu
Journal:
Economic Theory
Year:
2007
Language:
english
File:
PDF, 327 KB
english, 2007
10

Coexistence states for periodic planar Kolmogorov systems

Anna Battauz
Journal:
Nonlinear Analysis: Theory, Methods & Applications
Year:
1999
Language:
english
File:
PDF, 126 KB
english, 1999
11

CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS

Battauz, Anna
Journal:
Stochastic Analysis and Applications
Year:
2002
Language:
english
File:
PDF, 198 KB
english, 2002
12

Envelope theorems in Banach lattices and asset pricing

Battauz, Anna, De Donno, Marzia, Ortu, Fulvio
Journal:
Mathematics and Financial Economics
Year:
2015
Language:
english
File:
PDF, 533 KB
english, 2015
13

Reaching nirvana with a defaultable asset?

Battauz, Anna, De Donno, Marzia, Sbuelz, Alessandro
Journal:
Decisions in Economics and Finance
Year:
2017
Language:
english
File:
PDF, 891 KB
english, 2017
15

Kim and Omberg Revisited: The Duality Approach

Battauz, Anna, De Donno, Marzia, Sbuelz, Alessandro
Journal:
Journal of Probability and Statistics
Year:
2015
Language:
english
File:
PDF, 1.89 MB
english, 2015