Anna Battauz

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
American options and stochastic interest rates Computational Management Science	2022-12-20	Paper
Optimal exercise of American put options near maturity: a new economic perspective Review of Derivatives Research	2022-08-19	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
Envelope theorems in Banach lattices and asset pricing Mathematics and Financial Economics	2015-09-22	Paper
Real options with a double continuation region Quantitative Finance	2014-01-17	Paper
Intertemporal asset pricing and the marginal utility of wealth Journal of Mathematical Economics	2011-07-27	Paper
Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization Journal of Economic Dynamics and Control	2008-11-25	Paper
Dynamic versus one-period completeness in event-tree security markets Economic Theory	2006-11-29	Paper
DIVIDENDS AND UNCERTAINTY: EVIDENCE FROM THE ITALIAN MARKET International Journal of Theoretical and Applied Finance	2005-10-19	Paper
Optimal stopping and American options with discrete dividends and exogenous risk Insurance Mathematics & Economics	2005-01-13	Paper
Quadratic hedging for asset derivatives with discrete stochastic dividends. Insurance Mathematics & Economics	2003-11-16	Paper
CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS Stochastic Analysis and Applications	2003-05-05	Paper
Coexistence states for periodic competitive Kolmogorov systems Journal of Mathematical Analysis and Applications	1999-04-26	Paper
Coexistence states for periodic planar Kolmogorov systems Nonlinear Analysis: Theory, Methods & Applications	1999-01-01	Paper

Research outcomes over time

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