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