Anna Battauz

Bocconi University — Italy

Economics, Econometrics and Finance · Social Sciences

8h-index204citations35works0.92yr avg
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Research Topics

Stochastic processes and financial applications(25), Economic theories and models(13), Financial Markets and Investment Strategies(9), Capital Investment and Risk Analysis(9), Credit Risk and Financial Regulations(8)

Publications35 total

American options with liquidation penalties
Computational Management Science·2025Open Access
Good Times and the Dividend Yield
SSRN Electronic Journal·2025Open Access
Optimal liquidation policies of redeemable shares
Computational Management Science·2024· 1 cited
American options with acceleration clauses
Decisions in Economics and Finance·2024· 2 citedOpen Access
American Options With Acceleration Clauses
SSRN Electronic Journal·2024· 1 citedOpen Access
Optimal Liquidation Policies of Redeemable Shares
SSRN Electronic Journal·2024· 2 citedOpen Access
American options with liquidation penalties
SSRN Electronic Journal·2024Open Access
Good Times and the Dividend Yield
SSRN Electronic Journal·2023Open Access
On the exercise of American quanto options
The North American Journal of Economics and Finance·2022· 11 citedOpen Access
American options and stochastic interest rates
Computational Management Science·2022· 16 citedOpen Access
Optimal exercise of American put options near maturity: A new economic perspective
Review of Derivatives Research·2021· 8 citedOpen Access
Earnouts: The real value of disagreement in mergers and acquisitions
European Financial Management·2021· 15 cited
Non‐myopic portfolio choice with unpredictable returns: The jump‐to‐default case
European Financial Management·2017· 6 citedOpen Access
Reaching nirvana with a defaultable asset?
Decisions in Economics and Finance·2017· 12 cited
Envelope theorems in Banach lattices and asset pricing
Mathematics and Financial Economics·2015· 5 cited
Kim and Omberg Revisited: The Duality Approach
Journal of Probability and Statistics·2015· 11 citedOpen Access
Real Options and American Derivatives: The Double Continuation Region
Management Science·2014· 40 citedOpen Access
The put-call symmetry for American options in the Heston stochastic volatility model
2014· 5 cited
Real Options and American Derivatives: the Double Continuation Region
RePEc: Research Papers in Economics·2013· 2 cited
Intertemporal asset pricing and the marginal utility of wealth
Journal of Mathematical Economics·2011· 4 cited
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Frequent Co-authors

Marzia De Donno(18), Alessandro Sbuelz(16), Fulvio Ortu(8), Francesco Rotondi(3), Mariagiovanna Baccara(2), Sara Staffolani(2), Stefano Gatti(1), Annalisa Prencipe(1), Luca Viarengo(1), Maurizio Pratelli(1), Janusz Gajda(1), Francesca Beccacece(1)