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	2	34
Double continuation regions for American and Swing options with negative discount rate in L\'evy models	0	0	0	8	0	0	2	38
Envelope theorems in Banach lattices	0	0	0	26	0	0	2	91
On consistency of optimal portfolio choice for state-dependent exponential utilities	0	0	2	2	0	0	3	3
Real Options and American Derivatives: the Double Continuation Region	0	1	1	44	0	1	4	186
Total Working Papers	0	1	3	86	0	1	13	352

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	1	30
Changes in multiplicative risks and optimal portfolio choice: new interpretations and results	0	0	0	3	0	1	4	23
Double continuation regions for American and Swing options with negative discount rate in Lévy models	0	0	0	1	0	0	4	13
Intertemporal asset pricing and the marginal utility of wealth	0	0	0	12	1	2	3	106
Kim and Omberg Revisited: The Duality Approach	0	0	0	0	0	0	0	12
New results on precautionary saving under two risks	0	0	0	28	0	0	3	89
On representation of preferences à la Debreu	0	1	2	3	0	1	4	10
On the exercise of American quanto options	0	0	0	3	0	2	4	12
On the relationship between comparisons of risk aversion of different orders	0	0	0	0	0	0	2	3
On the use of measure-valued strategies in bond markets	0	0	0	8	0	2	4	92
Optimal exercise of American put options near maturity: A new economic perspective	0	0	0	1	0	0	2	8
Preferences on discounting under time risk	0	0	1	1	0	0	3	4
Reaching nirvana with a defaultable asset?	0	0	0	3	0	0	1	68
Real Options and American Derivatives: The Double Continuation Region	0	0	1	5	0	0	3	24
Real options with a double continuation region	0	0	0	6	0	1	1	36
Risk estimation for short-term financial data through pooling of stable fits	0	0	0	5	0	0	0	32
Some conditions for the equivalence between risk aversion, prudence and temperance	0	0	3	5	0	3	7	29
Super-replication and utility maximization in large financial markets	0	0	0	0	0	0	2	27
Total Journal Articles	0	1	7	91	1	12	48	618

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	1	2	11
Total Chapters	0	0	0	4	0	1	2	11

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Statistics updated 2025-10-06