Alessandro Sbuelz

Available identifiers

zbMath Open sbuelz.alessandroMaRDI QIDQ1657918

List of research outcomes

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

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Alessandro Sbuelz