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Works (5)

Optimal liquidation policies of redeemable shares

Computational Management Science
2024-12 | Journal article
DOI: 10.1007/s10287-024-00526-x
Contributors: Anna Battauz; Francesco Rotondi
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American options with acceleration clauses

Decisions in Economics and Finance
2024-04-22 | Journal article
DOI: 10.1007/s10203-024-00446-0
Contributors: Anna Battauz; Sara Staffolani
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Crossref

On the exercise of American quanto options

The North American Journal of Economics and Finance
2022-11 | Journal article
DOI: 10.1016/j.najef.2022.101738
Contributors: Anna Battauz; Marzia De Donno; Alessandro Sbuelz
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American options and stochastic interest rates

Computational Management Science
2022-10 | Journal article
DOI: 10.1007/s10287-022-00427-x
Contributors: Anna Battauz; Francesco Rotondi
Source: check_circle
Crossref

Optimal exercise of American put options near maturity: A new economic perspective

Review of Derivatives Research
2022-04 | Journal article
DOI: 10.1007/s11147-021-09180-w
Contributors: Anna Battauz; Marzia De Donno; Janusz Gajda; Alessandro Sbuelz
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