The following pages link to Anna Battauz (Q496579):
Displayed 16 items.
- Envelope theorems in Banach lattices and asset pricing (Q496582) (← links)
- Intertemporal asset pricing and the marginal utility of wealth (Q553533) (← links)
- Item:Q496579 (redirect page) (← links)
- Optimal stopping and American options with discrete dividends and exogenous risk (Q704408) (← links)
- Dynamic versus one-period completeness in event-tree security markets (Q852339) (← links)
- Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (Q956490) (← links)
- Coexistence states for periodic competitive Kolmogorov systems (Q1269656) (← links)
- Quadratic hedging for asset derivatives with discrete stochastic dividends. (Q1413392) (← links)
- Kim and Omberg revisited: the duality approach (Q1657919) (← links)
- Reaching nirvana with a defaultable asset? (Q1693840) (← links)
- American options and stochastic interest rates (Q2109007) (← links)
- Optimal exercise of American put options near maturity: a new economic perspective (Q2165385) (← links)
- Real options with a double continuation region (Q2873019) (← links)
- Coexistence states for periodic planar Kolmogorov systems (Q4254129) (← links)
- CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS (Q4796575) (← links)
- DIVIDENDS AND UNCERTAINTY: EVIDENCE FROM THE ITALIAN MARKET (Q5696887) (← links)