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 3 34
Double continuation regions for American and Swing options with negative discount rate in L\'evy models 0 0 0 8 0 0 2 38
Envelope theorems in Banach lattices 0 0 0 26 0 1 2 91
On consistency of optimal portfolio choice for state-dependent exponential utilities 0 0 2 2 1 1 3 3
Real Options and American Derivatives: the Double Continuation Region 0 0 0 43 0 0 4 185
Total Working Papers 0 0 2 85 1 2 14 351


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 0 7 0 0 1 30
Changes in multiplicative risks and optimal portfolio choice: new interpretations and results 0 0 1 3 0 1 4 22
Double continuation regions for American and Swing options with negative discount rate in Lévy models 0 0 0 1 0 1 4 13
Intertemporal asset pricing and the marginal utility of wealth 0 0 0 12 0 1 1 104
Kim and Omberg Revisited: The Duality Approach 0 0 0 0 0 0 0 12
New results on precautionary saving under two risks 0 0 0 28 0 0 3 89
On representation of preferences à la Debreu 0 0 2 2 1 1 6 9
On the exercise of American quanto options 0 0 0 3 0 1 5 10
On the relationship between comparisons of risk aversion of different orders 0 0 0 0 0 1 2 3
On the use of measure-valued strategies in bond markets 0 0 0 8 0 0 2 90
Optimal exercise of American put options near maturity: A new economic perspective 0 0 0 1 1 1 2 8
Preferences on discounting under time risk 0 0 1 1 0 1 4 4
Reaching nirvana with a defaultable asset? 0 0 0 3 0 1 1 68
Real Options and American Derivatives: The Double Continuation Region 0 0 2 5 0 1 5 24
Real options with a double continuation region 0 0 0 6 0 0 0 35
Risk estimation for short-term financial data through pooling of stable fits 0 0 0 5 0 0 2 32
Some conditions for the equivalence between risk aversion, prudence and temperance 0 0 3 5 0 0 4 26
Super-replication and utility maximization in large financial markets 0 0 0 0 0 0 2 27
Total Journal Articles 0 0 9 90 2 10 48 606


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 0 0 1 10
Total Chapters 0 0 0 4 0 0 1 10


Statistics updated 2025-07-04