Access Statistics for Marzia De Donno

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
A theory of stochastic integration for bond markets 0 0 0 6 0 0 12 46
Double continuation regions for American and Swing options with negative discount rate in L\'evy models 0 0 0 8 0 0 9 47
Envelope theorems in Banach lattices 0 0 1 27 0 0 7 98
On consistency of optimal portfolio choice for state-dependent exponential utilities 0 0 0 2 0 1 10 13
Real Options and American Derivatives: the Double Continuation Region 0 0 1 44 3 3 20 205
Short-rate models with stochastic discontinuities: a PDE approach 0 0 2 2 0 2 9 9
Total Working Papers 0 0 4 89 3 6 67 418

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on completeness in large financial markets 0 0 2 9 1 1 12 42
American options with liquidation penalties 0 0 1 1 0 0 11 11
Changes in multiplicative risks and optimal portfolio choice: new interpretations and results 0 0 0 3 0 0 7 29
Double continuation regions for American and Swing options with negative discount rate in Lévy models 0 0 0 1 0 1 9 22
Intertemporal asset pricing and the marginal utility of wealth 0 0 0 12 0 1 11 116
Kim and Omberg Revisited: The Duality Approach 0 0 0 0 0 0 10 22
New results on precautionary saving under two risks 0 0 0 28 0 0 4 93
On representation of preferences à la Debreu 0 0 2 4 0 2 19 28
On the exercise of American quanto options 0 0 1 4 0 1 21 32
On the relationship between comparisons of risk aversion of different orders 0 0 0 0 0 1 9 12
On the use of measure-valued strategies in bond markets 0 0 0 8 0 0 8 99
Optimal exercise of American put options near maturity: A new economic perspective 0 0 0 1 1 1 14 22
Preferences on discounting under time risk 0 0 1 2 0 1 11 15
Preferences over risk changes in variance 0 0 0 0 0 0 8 8
Reaching nirvana with a defaultable asset? 0 0 0 3 1 1 29 97
Real Options and American Derivatives: The Double Continuation Region 0 0 0 5 0 1 9 33
Real options with a double continuation region 0 0 1 7 0 1 11 46
Risk estimation for short-term financial data through pooling of stable fits 0 0 0 5 0 0 5 37
Some conditions for the equivalence between risk aversion, prudence and temperance 0 0 0 5 2 4 10 39
Super-replication and utility maximization in large financial markets 0 0 0 0 1 1 18 45
Total Journal Articles 0 0 8 98 6 17 236 848

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Term Structure of Interest Rates as a Random Field: a Stochastic Integration Approach 0 0 0 4 1 2 7 17
Total Chapters 0 0 0 4 1 2 7 17

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Statistics updated 2026-08-07