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).