Access Statistics for Martina Nardon

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
An efficient binomial approach to the pricing of options on stocks with cash dividends 1 1 1 151 1 4 5 419
Covered call writing in a cumulative prospect theory framework 0 0 2 23 2 3 7 76
Cumulative Prospect Theory portfolio selection 0 0 4 28 1 1 6 112
European option pricing with constant relative sensitivity probability weighting function 0 0 0 28 0 1 1 133
Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market 0 1 7 317 1 4 12 953
Extracting information on implied volatilities and discrete dividends from American options prices 0 1 6 44 2 6 13 183
Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM) 0 0 0 70 0 0 0 183
Insurance premium calculation under continuous cumulative prospect theory 0 1 1 49 1 4 6 139
Machine Learning and Fundraising: Applications of Artificial Neural Networks 0 2 2 22 3 5 10 47
On the efficient application of the repeated Richardson extrapolation technique to option pricing 0 0 1 184 2 7 13 724
Probability weighting functions 0 0 0 42 0 0 2 99
Prospect theory: An application to European option pricing 0 0 0 96 0 1 2 268
Simulation techniques for generalized Gaussian densities 0 0 0 313 0 0 1 806
Valuing defaultable bonds: an excursion time approach 0 0 0 146 0 1 3 476
Total Working Papers 1 6 24 1,513 13 37 81 4,618


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A two-step simulation procedure to analyze the exercise features of American options 0 0 0 57 3 5 5 255
Behavioral premium principles 0 0 1 6 3 5 6 44
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions 1 2 2 6 3 6 6 41
First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights 0 0 0 18 0 0 0 80
Total Journal Articles 1 2 3 87 9 16 17 420


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Behavioral Aspects in Portfolio Selection 0 0 0 1 0 1 4 15
Simulating a Generalized Gaussian Noise with Shape Parameter 1/2 0 0 0 0 0 0 1 6
Total Chapters 0 0 0 1 0 1 5 21


Statistics updated 2025-12-06