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Publications up to 2007

A.Battauz and F.Ortu: Dynamic versus one-period completeness in event-tree security markets,  Economic Theory, 30, 191-193  (2007).

M.Baccara, A.Battauz and F.Ortu: Effective securities in arbitrage-free markets with bid-ask spreads: a linear programming characterization, Journal of Economic Dynamics and Control,  30, 5579 (2006).

 A.Battauz and M.Pratelli: Optimal stopping and American options with discrete dividends and exogenous risk. Insurance: Mathematics and Economics, 35, 255-265 (2004).

A.Battauz and F.Beccacece: Dividends and uncertainty: the Italian market, International Journal of Theoretical and Applied Finance, 7/1, pp 1 18, (2004).

A.Battauz: Quadratic hedging for asset derivatives with discrete stochastic dividends, Insurance: Mathematics and Economics, 32/2, pp 229 243, (2003).



Last updated May 21, 2014