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 1 6 0 0 3 30
Double continuation regions for American and Swing options with negative discount rate in L\'evy models 0 0 0 6 0 2 8 28
Envelope theorems in Banach lattices 0 0 2 26 0 0 10 85
Real Options and American Derivatives: the Double Continuation Region 0 1 2 29 1 4 15 143
Total Working Papers 0 1 5 67 1 6 36 286


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 6 0 0 0 26
Double continuation regions for American and Swing options with negative discount rate in Lévy models 0 0 0 0 0 3 4 4
Intertemporal asset pricing and the marginal utility of wealth 0 0 0 12 1 3 6 93
Kim and Omberg Revisited: The Duality Approach 0 0 0 0 0 0 1 3
New results on precautionary saving under two risks 0 1 2 25 0 1 6 76
On the use of measure-valued strategies in bond markets 0 0 0 8 0 0 2 86
Reaching nirvana with a defaultable asset? 0 0 0 2 3 6 15 34
Real Options and American Derivatives: The Double Continuation Region 0 0 0 2 1 1 5 13
Real options with a double continuation region 0 1 1 5 0 1 2 32
Risk estimation for short-term financial data through pooling of stable fits 0 0 3 3 2 4 15 15
Super-replication and utility maximization in large financial markets 0 0 0 0 0 0 1 23
Total Journal Articles 0 2 6 63 7 19 57 405


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 1 2 0 0 1 5
Total Chapters 0 0 1 2 0 0 1 5


Statistics updated 2020-09-04