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~type_genre:"Aufsatz in Zeitschrift"
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Aufsatz in Zeitschrift
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Trojani, Fabio
32
Sbuelz, Alessandro
15
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5
Battauz, Anna
4
Buraschi, Andrea
4
De Donno, Marzia
4
Audrino, Francesco
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Management science : journal of the Institute for Operations Research and the Management Sciences
6
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5
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4
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4
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3
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2
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ECONIS (ZBW)
46
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1
Asset prices with locally constrained-entropy recursive multiple-priors utility
Sbuelz, Alessandro
;
Trojani, Fabio
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3695-3717
Persistent link: https://www.econbiz.de/10003781001
Saved in:
2
Analytical American option pricing : the flat-barrier lower bound
Sbuelz, Alessandro
- In:
Economic notes : economic review of Banca Monte dei …
33
(
2004
)
3
,
pp. 399-413
Persistent link: https://www.econbiz.de/10003690367
Saved in:
3
Hedging double barriers with singles
Sbuelz, Alessandro
- In:
International journal of theoretical and applied finance
8
(
2005
)
3
,
pp. 393-407
Persistent link: https://www.econbiz.de/10002893739
Saved in:
4
The value of fighting irreversible demise by softening the irreversible cost
Magis, Paul
;
Sbuelz, Alessandro
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 503-516
Persistent link: https://www.econbiz.de/10003347383
Saved in:
5
Systematic equity-based credit risk : a CEV model with jump to default
Campi, Luciano
;
Polbennikov, Simon
;
Sbuelz, Alessandro
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 93-108
Persistent link: https://www.econbiz.de/10003810168
Saved in:
6
Momentum and mean reversion in strategic asset allocation
Koijen, Ralph S. J.
;
Rodríguez, Juan Carlos
;
Sbuelz, …
- In:
Management science : journal of the Institute for …
55
(
2009
)
7
,
pp. 1199-1213
Persistent link: https://www.econbiz.de/10003864233
Saved in:
7
Revisiting corporate growth options in the presence of state-dependent cashflow risk
Sbuelz, Alessandro
;
Caliari, Marco
- In:
European journal of operational research : EJOR
220
(
2012
)
1
,
pp. 286-294
Persistent link: https://www.econbiz.de/10009531530
Saved in:
8
Real options and American derivatives : the double continuation region
Battauz, Anna
;
De Donno, Marzia
;
Sbuelz, Alessandro
- In:
Management science : journal of the Institute for …
61
(
2015
)
5
,
pp. 1094-1107
Persistent link: https://www.econbiz.de/10011284877
Saved in:
9
Bail-in vs bail-out : Bank resolution and liability structure
Leanza, Luca
;
Sbuelz, Alessandro
;
Tarelli, Andrea
- In:
International review of financial analysis
73
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012803610
Saved in:
10
Interpreting the oil risk premium : do oil price shocks matter?
Valenti, Daniele
;
Manera, Matteo
;
Sbuelz, Alessandro
- In:
Energy economics
91
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012518589
Saved in:
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