Latest publications

BATTAUZ A., De Donno M., Sbuelz A. On the exercise of American quanto options The North American Journal of Economics and Finance, 2022, vol.62, pp.101738
BATTAUZ A., Rotondi F. American options and stochastic interest rates Computational Management Science, 2022, vol.19, pp.567–604
BATTAUZ A., De Donno M., Gajda J., Sbuelz A. Optimal exercise of American put options near maturity: A new economic perspective Review of Derivatives Research, 2022, vol.25, pp.23-46
BATTAUZ A., GATTI S., PRENCIPE A., Viarengo L. Earnouts: The real value of disagreement in mergers and acquisitions* European Financial Management, 2021, vol.27, no. 5, pp.981-1024
BATTAUZ A., Sbuelz A. Non-myopic portfolio choice with unpredictable returns: The jump-to-default case European Financial Management, 2018, vol.24, no. 2, pp.192-208
BATTAUZ A., De Donno M., Sbuelz A. Reaching nirvana with a defaultable asset? Decisions in Economics and Finance, 2017, vol.40, no. 1-2, pp.31-52

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