SBUELZ, Alessandro
SBUELZ, Alessandro
DIPARTIMENTO DI SCIENZE ECONOMICHE (attivo dal 01/07/1998 al 30/04/2010)
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Risultati 1 - 9 di 9 (tempo di esecuzione: 0.001 secondi).
Analytic American Option Pricing: The Flat-Barrier Lower Bound
2004-01-01 Sbuelz, Alessandro
Asset Prices with Locally-Constrained-Entropy Recursive Multiple Priors Utility
2008-01-01 Sbuelz, Alessandro; F., Trojani
Closed-form Pricing of Benchmark Equity Default Swaps under the CEV Assumption
2006-01-01 L., Campi; Sbuelz, Alessandro
Hedging Double Barriers with Singles
2005-01-01 Sbuelz, Alessandro
Investment under higher uncertainty when business conditions worsen
2005-01-01 Sbuelz, Alessandro
Investment under uncertainty with potential improvement of the operating cash flows
2005-01-01 Sbuelz, Alessandro
Momentum and Mean-Reversion in Strategic Asset Allocation
In corso di stampa Ralph, Koijen; Juan Carlos, Rodriguez; Sbuelz, Alessandro
Systematic Equity-Based Credit Risk: A CEV Model with Jump to Default
2009-01-01 Sbuelz, Alessandro; L., Campi; S., Polbennikov
The Value of Fighting Irreversible Demise by Softening the Irreversible Cost
2006-01-01 Sbuelz, Alessandro; Paul, Magis