Alessandro Sbuelz

Available identifiers

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

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