Access Statistics for Paolo Pianca

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An efficient binomial approach to the pricing of options on stocks with cash dividends 0 5 63 63 6 21 108 108
Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance 4 8 39 88 16 27 145 286
Simple Formulas to Option Pricing and Hedging in the Black- Scholes Model 3 9 62 336 19 43 202 955
Simulation techniques for generalized Gaussian densities 2 7 36 155 11 23 116 386
Total Working Papers 9 29 200 642 52 114 571 1,735


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A two-step simulation procedure to analyze the exercise features of American options 1 4 13 15 5 11 65 71
On the relative efficiency of nth order and DARA stochastic dominance rules 1 3 7 26 2 4 19 154
Option pricing bounds with standard risk aversion preferences 0 0 0 8 0 0 3 15
Total Journal Articles 2 7 20 49 7 15 87 240


Statistics updated 2009-11-04