Access Statistics for Marzia De Donno

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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
Journal Article	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
Chapter	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

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Statistics updated 2023-05-07