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Sbuelz, Alessandro


 SSRN Author Rank: 3,817 by Downloads
 

Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics


 largo A. Gemelli 1
 I-20123 Milan
 Italy
 +39 02 7234 2345 (Phone)
 +39 02 7234 2671 (Fax)
 HOME PAGE: http://ppd.unicatt.it/docenti/alessandro_sbuelz
 email address
 

Bocconi University - CAREFIN - Centre for Applied Research in Finance


 Via Sarfatti, 25
 Milan, 20136
 Italy


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. Sbuelz, Alessandro's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
6,545
Total
Citations
47
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Koijen, Ralph S. J.
London Business School - Department of Finance
Rodriguez, Juan Carlos
Tilburg University and CentER
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Posted:
07 Jun 06
Last Revised:
28 Jan 09
3,710
(1,264)
8

2.  
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Posted:
26 Sep 98
1,064
(11,062)
1

3.  
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Campi, Luciano
Vienna University of Technology - Financial and Actuarial Mathematics Research Group
Polbennikov, Simon
Tilburg University
Posted:
07 Jul 07
303
(61,136)
5

4.  
Equilibrium Asset Pricing with Time-varying Pessimism | Show Abstract | Download This Paper |
EFA 2003 Annual Conference Paper No. 841; Tilburg U CentER Working Paper No. 2002-102
Number of Pages in PDF File: 43
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Trojani, Fabio
University of Lugano
Posted:
10 Dec 02
263
(71,152)
8

5.  
Assessing Credit with Equity: A CEV Model with Jump to Default | Show Abstract | Download This Paper |
CentER Discussion Paper No. 2005-27
Number of Pages in PDF File: 45
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Campi, Luciano
Vienna University of Technology - Financial and Actuarial Mathematics Research Group
Polbennikov, Simon
Tilburg University
Posted:
26 Feb 05
210
(90,093)
5

6.  
Guha, Rajiv
affiliation not provided to SSRN
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Posted:
14 Dec 05
209
(90,506)
3

7.  
Guha, Rajiv
affiliation not provided to SSRN
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Posted:
24 Jul 03
201
(94,111)
4

8.  
Closed-form Pricing of Benchmark Equity Default Swaps under the CEV Assumption | Show Abstract | Download This Paper |
Risk Letters, Vol. 1, No. 3, 2005, CentER Discussion Paper Series No. 2005-28
Number of Pages in PDF File: 22
Campi, Luciano
Vienna University of Technology - Financial and Actuarial Mathematics Research Group
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Posted:
04 Apr 05
199
(95,099)
6

9.  
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Trojani, Fabio
University of Lugano
Posted:
07 Jul 07
93
(177,032)
6

10.  
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Battauz, Anna
Bocconi University - Department of Finance
De Donno, Marzia
Bocconi University - Department of Decision Sciences
Posted:
02 Oct 07
71
(208,705)
 

11.  
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Battauz, Anna
Bocconi University - Department of Finance
Posted:
06 Mar 07
66
(217,108)
 

12.   Incl. Electronic Paper
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Magis, Paul
affiliation not provided to SSRN
Posted:
16 Jan 05
Last Revised:
09 Aug 06
51
(246,725)
1

13.  
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Caliari, Marco
affiliation not provided to SSRN
Posted:
08 May 10
48
(253,441)
 

14.  
Reaching Nirvana with a Defaultable Asset? | Show Abstract | Download This Paper |
CAREFIN Research Paper No. 11/2010
Number of Pages in PDF File: 36
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Battauz, Anna
Bocconi University - Department of Finance
Posted:
31 Mar 11
34
(289,536)
 

15.  
Analytical American Option Pricing: The Flat-barrier Lower Bound | Show Abstract | Add to Cart |
Economic Notes, Vol. 33, No. 3, pp. 399-413, November 2004
Number of Pages in PDF File: 15
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Posted:
15 Apr 05
23
(328,491)
 

16.  
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Posted:
15 Jun 04
 

17.  
Guha, Rajiv
affiliation not provided to SSRN
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Posted:
08 Jun 04
 


Records 1 - 17 of 17 matches
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