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 1 6 7 41
Double continuation regions for American and Swing options with negative discount rate in L\'evy models 0 0 0 8 0 4 6 44
Envelope theorems in Banach lattices 1 1 1 27 1 3 6 96
On consistency of optimal portfolio choice for state-dependent exponential utilities 0 0 0 2 1 4 7 9
Real Options and American Derivatives: the Double Continuation Region 0 0 1 44 1 5 8 193
Short-rate models with stochastic discontinuities: a PDE approach 0 0 1 1 0 2 3 3
Total Working Papers 1 1 3 88 4 24 37 386

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 0 4 7 37
American options with liquidation penalties 0 1 1 1 1 7 10 10
Changes in multiplicative risks and optimal portfolio choice: new interpretations and results 0 0 0 3 1 4 6 27
Double continuation regions for American and Swing options with negative discount rate in Lévy models 0 0 0 1 2 4 7 19
Intertemporal asset pricing and the marginal utility of wealth 0 0 0 12 0 5 10 113
Kim and Omberg Revisited: The Duality Approach 0 0 0 0 3 8 10 22
New results on precautionary saving under two risks 0 0 0 28 0 4 4 93
On representation of preferences à la Debreu 0 0 2 4 3 11 14 22
On the exercise of American quanto options 0 0 1 4 0 10 17 26
On the relationship between comparisons of risk aversion of different orders 0 0 0 0 1 4 7 9
On the use of measure-valued strategies in bond markets 0 0 0 8 0 2 5 95
Optimal exercise of American put options near maturity: A new economic perspective 0 0 0 1 1 6 8 15
Preferences on discounting under time risk 0 1 1 2 0 5 8 11
Preferences over risk changes in variance 0 0 0 0 0 5 7 7
Reaching nirvana with a defaultable asset? 0 0 0 3 0 19 23 90
Real Options and American Derivatives: The Double Continuation Region 0 0 0 5 0 5 7 30
Real options with a double continuation region 0 0 1 7 0 4 9 44
Risk estimation for short-term financial data through pooling of stable fits 0 0 0 5 0 3 5 37
Some conditions for the equivalence between risk aversion, prudence and temperance 0 0 1 5 1 3 8 33
Super-replication and utility maximization in large financial markets 0 0 0 0 1 12 13 40
Total Journal Articles 0 2 9 98 14 125 185 780

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 2 4 14
Total Chapters 0 0 0 4 0 2 4 14

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Statistics updated 2026-03-04