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Sbuelz, Alessandro

Sbuelz, Alessandro  

MILANO - Dipartimento di Matematica per le Scienze economiche, finanziarie ed attuariali (DiMSEFA)  

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Risultati 1 - 20 di 38 (tempo di esecuzione: 0.021 secondi).
Data di pubblicazione Titolo Autore(i) File
1-gen-2024 Equilibrium asset pricing with short rate risk Sbuelz, Alessandro
1-gen-2022 Analytical cyclical price–dividend ratios Mignanego, Fausto; Sbuelz, Alessandro
1-gen-2022 On the exercise of American quanto options Battauz, A.; De Donno, Marzia; Sbuelz, Alessandro
1-gen-2022 Optimal exercise of American put options near maturity: A new economic perspective Battauz, A.; De Donno, Marzia; Gajda, J.; Sbuelz, Alessandro
1-gen-2021 Bail-in vs bail-out: Bank resolution and liability structure Leanza, Luca; Sbuelz, Alessandro; Tarelli, Andrea
1-gen-2021 Optimal exercise of American put options near maturity: A new economic perspective Battauz, Anna; De Donno, Marzia; Gajda, Janusz; Sbuelz, Alessandro
1-gen-2021 Quantitative Finance: Problems and Solutions Sbuelz, Alessandro; Tarelli, Andrea
1-gen-2020 Interpreting the oil risk premium: Do oil price shocks matter? Valenti, D.; Manera, M.; Sbuelz, Alessandro
1-gen-2020 Structural recovery of face value at default Guha, Rajiv; Sbuelz, Alessandro; Tarelli, Andrea
1-gen-2019 Structural recovery of face value at default Guha, Rajiv; Sbuelz, Alessandro; Tarelli, Andrea
1-gen-2018 Dynamic asset allocation with default and systemic risks Sbuelz, Alessandro
1-gen-2018 Dynamic Asset Allocation with Default and Systemic Risks Sbuelz, Alessandro
1-gen-2018 Non-myopic portfolio choice with unpredictable returns: The jump-to-default case Battauz, Anna; Sbuelz, Alessandro
1-gen-2017 Reaching nirvana with a defaultable asset? Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro
1-gen-2015 Kim and Omberg Revisited: The Duality Approach Battauz, A; De Donno, Marzia; Sbuelz, Alessandro
1-gen-2015 Real options and American derivatives: The double continuation region Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro
1-gen-2015 Real Options and American Derivatives: The Double Continuation Region Sbuelz, Alessandro; Battauz, Anna; De Donno, Marzia
1-gen-2015 THE SCHWARTZ AND SMITH (2000) MODEL WITH STATE-DEPENDENT RISK PREMIA Sbuelz, Alessandro
1-gen-2014 The put-call symmetry for American options in the Heston stochastic volatility model Sbuelz, Alessandro; Battauz, Anna; De Donno, Marzia
1-gen-2014 The put-call symmetry for American options in the Heston stochastic volatility model Sbuelz, Alessandro; Battauz, Anna; De, Donno