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 5 6 40
Double continuation regions for American and Swing options with negative discount rate in L\'evy models 0 0 0 8 2 6 6 44
Envelope theorems in Banach lattices 0 0 0 26 2 4 5 95
On consistency of optimal portfolio choice for state-dependent exponential utilities 0 0 1 2 2 4 6 8
Real Options and American Derivatives: the Double Continuation Region 0 0 1 44 2 5 8 192
Short-rate models with stochastic discontinuities: a PDE approach 0 1 1 1 2 3 3 3
Total Working Papers 0 1 3 87 15 27 34 382

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 2 2 9 2 7 7 37
American options with liquidation penalties 1 1 1 1 4 8 9 9
Changes in multiplicative risks and optimal portfolio choice: new interpretations and results 0 0 0 3 3 3 6 26
Double continuation regions for American and Swing options with negative discount rate in Lévy models 0 0 0 1 1 4 6 17
Intertemporal asset pricing and the marginal utility of wealth 0 0 0 12 3 6 10 113
Kim and Omberg Revisited: The Duality Approach 0 0 0 0 3 7 7 19
New results on precautionary saving under two risks 0 0 0 28 2 4 7 93
On representation of preferences à la Debreu 0 1 2 4 6 9 11 19
On the exercise of American quanto options 0 0 1 4 5 11 17 26
On the relationship between comparisons of risk aversion of different orders 0 0 0 0 3 4 6 8
On the use of measure-valued strategies in bond markets 0 0 0 8 2 3 6 95
Optimal exercise of American put options near maturity: A new economic perspective 0 0 0 1 4 5 7 14
Preferences on discounting under time risk 0 1 1 2 2 7 8 11
Preferences over risk changes in variance 0 0 0 0 3 6 7 7
Reaching nirvana with a defaultable asset? 0 0 0 3 12 21 23 90
Real Options and American Derivatives: The Double Continuation Region 0 0 0 5 4 5 8 30
Real options with a double continuation region 0 0 1 7 2 4 9 44
Risk estimation for short-term financial data through pooling of stable fits 0 0 0 5 2 4 5 37
Some conditions for the equivalence between risk aversion, prudence and temperance 0 0 2 5 2 2 8 32
Super-replication and utility maximization in large financial markets 0 0 0 0 11 11 13 39
Total Journal Articles 1 5 10 98 76 131 180 766

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 2 5 14
Total Chapters 0 0 0 4 1 2 5 14

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Statistics updated 2026-02-12