Alessandro Sbuelz

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal exercise of American put options near maturity: a new economic perspective Review of Derivatives Research	2022-08-19	Paper
Analytical cyclical price-dividend ratios Economics Letters	2022-07-26	Paper
Structural recovery of face value at default European Journal of Operational Research	2020-02-11	Paper
Kim and Omberg revisited: the duality approach Journal of Probability and Statistics	2018-08-14	Paper
Reaching nirvana with a defaultable asset? Decisions in Economics and Finance	2018-01-31	Paper
Real options with a double continuation region Quantitative Finance	2014-01-17	Paper
Revisiting corporate growth options in the presence of state-dependent cashflow risk European Journal of Operational Research	2012-12-29	Paper
Momentum and mean reversion in strategic asset allocation Management Science	2012-03-01	Paper
Asset prices with locally constrained-entropy recursive multiple-priors utility Journal of Economic Dynamics and Control	2010-01-19	Paper
Systematic equity-based credit risk: A CEV model with jump to default Journal of Economic Dynamics and Control	2009-08-07	Paper
THE VALUE OF FIGHTING IRREVERSIBLE DEMISE BY SOFTENING THE IRREVERSIBLE COST International Journal of Theoretical and Applied Finance	2006-08-14	Paper
HEDGING DOUBLE BARRIERS WITH SINGLES International Journal of Theoretical and Applied Finance	2005-07-06	Paper

Research outcomes over time

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