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 1 2 35
Double continuation regions for American and Swing options with negative discount rate in L\'evy models 0 0 0 8 2 2 2 40
Envelope theorems in Banach lattices 0 0 0 26 2 2 4 93
On consistency of optimal portfolio choice for state-dependent exponential utilities 0 0 2 2 1 2 5 5
Real Options and American Derivatives: the Double Continuation Region 0 0 1 44 1 2 5 188
Short-rate models with stochastic discontinuities: a PDE approach 1 1 1 1 1 1 1 1
Total Working Papers 1 1 4 87 7 10 19 362

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 2 2 2 9 3 3 3 33
American options with liquidation penalties 0 0 0 0 2 3 3 3
Changes in multiplicative risks and optimal portfolio choice: new interpretations and results 0 0 0 3 0 0 3 23
Double continuation regions for American and Swing options with negative discount rate in Lévy models 0 0 0 1 2 2 4 15
Intertemporal asset pricing and the marginal utility of wealth 0 0 0 12 1 3 5 108
Kim and Omberg Revisited: The Duality Approach 0 0 0 0 2 2 2 14
New results on precautionary saving under two risks 0 0 0 28 0 0 3 89
On representation of preferences à la Debreu 1 1 2 4 1 1 4 11
On the exercise of American quanto options 0 1 1 4 1 4 8 16
On the relationship between comparisons of risk aversion of different orders 0 0 0 0 1 2 3 5
On the use of measure-valued strategies in bond markets 0 0 0 8 1 1 4 93
Optimal exercise of American put options near maturity: A new economic perspective 0 0 0 1 0 1 3 9
Preferences on discounting under time risk 0 0 1 1 2 2 4 6
Preferences over risk changes in variance 0 0 0 0 1 2 2 2
Reaching nirvana with a defaultable asset? 0 0 0 3 2 3 4 71
Real Options and American Derivatives: The Double Continuation Region 0 0 0 5 0 1 3 25
Real options with a double continuation region 0 1 1 7 0 4 5 40
Risk estimation for short-term financial data through pooling of stable fits 0 0 0 5 1 2 2 34
Some conditions for the equivalence between risk aversion, prudence and temperance 0 0 2 5 0 1 6 30
Super-replication and utility maximization in large financial markets 0 0 0 0 0 1 2 28
Total Journal Articles 3 5 9 96 20 38 73 655

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 3 12
Total Chapters 0 0 0 4 0 1 3 12

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Statistics updated 2025-12-06