Sfoglia per Autore
Reverse convertible debt under credit risk
2016 Agliardi, Rossella
Corporate financing decisions under ambiguity: pecking order and liquidity policy implications
2016 Agliardi, Elettra; Agliardi, Rossella; Spanjers, Willem
Modeling uncertainty in limit order execution
2016 Agliardi, Rossella
Optimal hedging through limit orders
2016 Agliardi, Rossella
Optimal trading strategies with limit orders
2017 Agliardi, Rossella; Gençay, Ramazan
Asymmetric Choquet random walks and ambiguity aversion or seeking
2017 Agliardi, Rossella
Value-at-risk under ambiguity aversion
2018 Rossella Agliardi
Pseudodifferential equations in finance
2019 Rossella Agliardi
Financing environmentally-sustainable projects with green bonds
2019 Agliardi, Elettra; Agliardi, Rossella
New exact solutions to optimal consumption-investment problems with exponential utility
2020 Rossella Agliardi
The effect of vertical relationships on investment timing
2021 Dimitrios Zormpas; Rossella Agliardi
Pricing climate-related risk in the bond market
2021 Elettra Agliardi; Rossella Agliardi
Corporate green bonds: understanding the greenium in a two-factor structural model
2021 Elettra Agliardi; Rossella Agliardi
Green securitisation
2021 Rossella Agliardi
On optimal stopping problems arising in real option theory
2022 Rossella Agliardi
Pricing multidimensional American options
2023 Elettra Agliardi; Rossella Agliardi
A general framework for optimal stopping problems with two risk factors and real option applications
2023 Rossella Agliardi
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