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	1	6	0	0	3	30
Double continuation regions for American and Swing options with negative discount rate in L\'evy models	0	0	0	6	0	2	8	28
Envelope theorems in Banach lattices	0	0	2	26	0	0	10	85
Real Options and American Derivatives: the Double Continuation Region	0	1	2	29	1	4	15	143
Total Working Papers	0	1	5	67	1	6	36	286

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	6	0	0	0	26
Double continuation regions for American and Swing options with negative discount rate in Lévy models	0	0	0	0	0	3	4	4
Intertemporal asset pricing and the marginal utility of wealth	0	0	0	12	1	3	6	93
Kim and Omberg Revisited: The Duality Approach	0	0	0	0	0	0	1	3
New results on precautionary saving under two risks	0	1	2	25	0	1	6	76
On the use of measure-valued strategies in bond markets	0	0	0	8	0	0	2	86
Reaching nirvana with a defaultable asset?	0	0	0	2	3	6	15	34
Real Options and American Derivatives: The Double Continuation Region	0	0	0	2	1	1	5	13
Real options with a double continuation region	0	1	1	5	0	1	2	32
Risk estimation for short-term financial data through pooling of stable fits	0	0	3	3	2	4	15	15
Super-replication and utility maximization in large financial markets	0	0	0	0	0	0	1	23
Total Journal Articles	0	2	6	63	7	19	57	405

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	1	2	0	0	1	5
Total Chapters	0	0	1	2	0	0	1	5

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Statistics updated 2020-09-04