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 0 31
Double continuation regions for American and Swing options with negative discount rate in L\'evy models 0 0 2 8 0 1 3 36
Envelope theorems in Banach lattices 0 0 0 26 0 0 2 89
Real Options and American Derivatives: the Double Continuation Region 0 1 5 37 2 3 7 168
Total Working Papers 0 1 7 77 2 4 12 324


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 0 29
Changes in multiplicative risks and optimal portfolio choice: new interpretations and results 0 0 0 2 0 0 1 17
Double continuation regions for American and Swing options with negative discount rate in Lévy models 0 1 1 1 0 1 2 9
Intertemporal asset pricing and the marginal utility of wealth 0 0 0 12 0 1 1 101
Kim and Omberg Revisited: The Duality Approach 0 0 0 0 0 1 2 12
New results on precautionary saving under two risks 0 0 0 27 0 0 3 85
On the exercise of American quanto options 0 0 0 0 0 0 0 0
On the relationship between comparisons of risk aversion of different orders 0 0 0 0 0 0 0 0
On the use of measure-valued strategies in bond markets 0 0 0 8 0 0 0 88
Optimal exercise of American put options near maturity: A new economic perspective 0 0 0 0 0 0 2 5
Reaching nirvana with a defaultable asset? 0 0 0 2 1 2 6 64
Real Options and American Derivatives: The Double Continuation Region 0 0 1 3 1 1 2 18
Real options with a double continuation region 0 1 1 6 0 1 2 35
Risk estimation for short-term financial data through pooling of stable fits 0 0 0 4 0 0 1 29
Some conditions for the equivalence between risk aversion, prudence and temperance 0 0 1 2 0 0 2 21
Super-replication and utility maximization in large financial markets 0 0 0 0 0 0 0 25
Total Journal Articles 0 2 4 74 2 7 24 538


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 0 8
Total Chapters 0 0 0 4 0 0 0 8


Statistics updated 2023-05-07