Alessandro Sbuelz

According to our database, Alessandro Sbuelz authored at least 5 papers between 2009 and 2025.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2025

American options with liquidation penalties.

Anna Battauz, Marzia De Donno, Alessandro Sbuelz

Comput. Manag. Sci., June, 2025

2020

Structural recovery of face value at default.

Rajiv Guha, Alessandro Sbuelz, Andrea Tarelli

Eur. J. Oper. Res., 2020

2015

Real Options and American Derivatives: The Double Continuation Region.

Anna Battauz, Marzia De Donno, Alessandro Sbuelz

Manag. Sci., 2015

2012

Revisiting corporate growth options in the presence of state-dependent cashflow risk.

Alessandro Sbuelz, Marco Caliari

Eur. J. Oper. Res., 2012

2009

Momentum and Mean Reversion in Strategic Asset Allocation.

Ralph S. J. Koijen, Juan Carlos Rodríguez, Alessandro Sbuelz

Manag. Sci., 2009