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 0 1 2 152 1 5 20 434
Covered call writing in a cumulative prospect theory framework 0 0 1 24 1 7 17 90
Cumulative Prospect Theory portfolio selection 0 0 2 28 1 4 20 129
European option pricing with constant relative sensitivity probability weighting function 0 0 0 28 0 6 11 143
Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market 0 0 3 317 4 10 28 974
Extracting information on implied volatilities and discrete dividends from American options prices 0 0 2 44 1 8 21 197
Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM) 0 0 0 70 0 3 6 189
Insurance premium calculation under continuous cumulative prospect theory 0 0 1 49 0 4 15 150
Machine Learning and Fundraising: Applications of Artificial Neural Networks 0 0 3 23 0 7 22 61
On the efficient application of the repeated Richardson extrapolation technique to option pricing 1 1 2 185 1 6 27 740
Probability weighting functions 0 0 1 43 0 5 15 114
Prospect theory: An application to European option pricing 0 0 0 96 0 1 6 272
Simulation techniques for generalized Gaussian densities 0 0 0 313 1 5 10 815
Valuing defaultable bonds: an excursion time approach 0 0 0 146 1 3 10 484
Total Working Papers 1 2 17 1,518 11 74 228 4,792


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 1 5 13 263
Behavioral premium principles 0 0 1 6 1 2 14 52
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions 1 1 3 7 1 4 15 50
First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights 0 0 0 18 1 2 2 82
Total Journal Articles 1 1 4 88 4 13 44 447


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 3 7 20
Simulating a Generalized Gaussian Noise with Shape Parameter 1/2 0 0 0 0 0 0 1 7
Total Chapters 0 0 0 1 0 3 8 27


Statistics updated 2026-06-04