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 5 6 12 46
Double continuation regions for American and Swing options with negative discount rate in L\'evy models 0 0 0 8 1 3 9 47
Envelope theorems in Banach lattices 0 1 1 27 2 3 8 98
On consistency of optimal portfolio choice for state-dependent exponential utilities 0 0 0 2 1 4 10 12
Real Options and American Derivatives: the Double Continuation Region 0 0 1 44 6 10 17 202
Short-rate models with stochastic discontinuities: a PDE approach 0 1 2 2 3 4 7 7
Total Working Papers 0 2 4 89 18 30 63 412

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 3 4 11 41
American options with liquidation penalties 0 0 1 1 0 2 11 11
Changes in multiplicative risks and optimal portfolio choice: new interpretations and results 0 0 0 3 2 3 7 29
Double continuation regions for American and Swing options with negative discount rate in Lévy models 0 0 0 1 1 4 8 21
Intertemporal asset pricing and the marginal utility of wealth 0 0 0 12 2 2 11 115
Kim and Omberg Revisited: The Duality Approach 0 0 0 0 0 3 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 2 7 18 26
On the exercise of American quanto options 0 0 1 4 4 5 22 31
On the relationship between comparisons of risk aversion of different orders 0 0 0 0 2 3 9 11
On the use of measure-valued strategies in bond markets 0 0 0 8 3 4 9 99
Optimal exercise of American put options near maturity: A new economic perspective 0 0 0 1 5 7 14 21
Preferences on discounting under time risk 0 0 1 2 1 3 10 14
Preferences over risk changes in variance 0 0 0 0 1 1 8 8
Reaching nirvana with a defaultable asset? 0 0 0 3 5 6 29 96
Real Options and American Derivatives: The Double Continuation Region 0 0 0 5 1 2 8 32
Real options with a double continuation region 0 0 1 7 1 1 10 45
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 1 3 9 35
Super-replication and utility maximization in large financial markets 0 0 0 0 4 5 17 44
Total Journal Articles 0 0 8 98 38 65 230 831

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 1 5 15
Total Chapters 0 0 0 4 1 1 5 15

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Statistics updated 2026-05-06