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 1 35
Double continuation regions for American and Swing options with negative discount rate in L\'evy models 0 0 0 8 2 4 4 42
Envelope theorems in Banach lattices 0 0 0 26 0 2 4 93
On consistency of optimal portfolio choice for state-dependent exponential utilities 0 0 2 2 1 3 6 6
Real Options and American Derivatives: the Double Continuation Region 0 0 1 44 2 4 7 190
Short-rate models with stochastic discontinuities: a PDE approach 0 1 1 1 0 1 1 1
Total Working Papers 0 1 4 87 5 15 23 367

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 5 5 35
American options with liquidation penalties 0 0 0 0 2 5 5 5
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 1 3 5 16
Intertemporal asset pricing and the marginal utility of wealth 0 0 0 12 2 4 7 110
Kim and Omberg Revisited: The Duality Approach 0 0 0 0 2 4 4 16
New results on precautionary saving under two risks 0 0 0 28 2 2 5 91
On representation of preferences à la Debreu 0 1 2 4 2 3 6 13
On the exercise of American quanto options 0 1 1 4 5 9 12 21
On the relationship between comparisons of risk aversion of different orders 0 0 0 0 0 2 3 5
On the use of measure-valued strategies in bond markets 0 0 0 8 0 1 4 93
Optimal exercise of American put options near maturity: A new economic perspective 0 0 0 1 1 2 4 10
Preferences on discounting under time risk 1 1 1 2 3 5 6 9
Preferences over risk changes in variance 0 0 0 0 2 4 4 4
Reaching nirvana with a defaultable asset? 0 0 0 3 7 10 11 78
Real Options and American Derivatives: The Double Continuation Region 0 0 0 5 1 2 4 26
Real options with a double continuation region 0 1 1 7 2 6 7 42
Risk estimation for short-term financial data through pooling of stable fits 0 0 0 5 1 3 3 35
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 1 6 9 97 35 72 106 690

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 4 13
Total Chapters 0 0 0 4 1 2 4 13

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Statistics updated 2026-01-09