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 6 7 41
Double continuation regions for American and Swing options with negative discount rate in L\'evy models 0 0 0 8 2 4 8 46
Envelope theorems in Banach lattices 0 1 1 27 0 3 6 96
On consistency of optimal portfolio choice for state-dependent exponential utilities 0 0 0 2 2 5 9 11
Real Options and American Derivatives: the Double Continuation Region 0 0 1 44 3 6 11 196
Short-rate models with stochastic discontinuities: a PDE approach 1 1 2 2 1 3 4 4
Total Working Papers 1 2 4 89 8 27 45 394

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 1 3 8 38
American options with liquidation penalties 0 1 1 1 1 6 11 11
Changes in multiplicative risks and optimal portfolio choice: new interpretations and results 0 0 0 3 0 4 6 27
Double continuation regions for American and Swing options with negative discount rate in Lévy models 0 0 0 1 1 4 8 20
Intertemporal asset pricing and the marginal utility of wealth 0 0 0 12 0 3 10 113
Kim and Omberg Revisited: The Duality Approach 0 0 0 0 0 6 10 22
New results on precautionary saving under two risks 0 0 0 28 0 2 4 93
On representation of preferences à la Debreu 0 0 2 4 2 11 16 24
On the exercise of American quanto options 0 0 1 4 1 6 18 27
On the relationship between comparisons of risk aversion of different orders 0 0 0 0 0 4 7 9
On the use of measure-valued strategies in bond markets 0 0 0 8 1 3 6 96
Optimal exercise of American put options near maturity: A new economic perspective 0 0 0 1 1 6 9 16
Preferences on discounting under time risk 0 0 1 2 2 4 10 13
Preferences over risk changes in variance 0 0 0 0 0 3 7 7
Reaching nirvana with a defaultable asset? 0 0 0 3 1 13 24 91
Real Options and American Derivatives: The Double Continuation Region 0 0 0 5 1 5 8 31
Real options with a double continuation region 0 0 1 7 0 2 9 44
Risk estimation for short-term financial data through pooling of stable fits 0 0 0 5 0 2 5 37
Some conditions for the equivalence between risk aversion, prudence and temperance 0 0 0 5 1 4 8 34
Super-replication and utility maximization in large financial markets 0 0 0 0 0 12 13 40
Total Journal Articles 0 1 8 98 13 103 197 793

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 1 4 14
Total Chapters 0 0 0 4 0 1 4 14

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Statistics updated 2026-04-09