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 0 4 20 434
Covered call writing in a cumulative prospect theory framework 0 0 1 24 1 7 18 91
Cumulative Prospect Theory portfolio selection 0 0 2 28 0 4 20 129
European option pricing with constant relative sensitivity probability weighting function 0 0 0 28 0 4 11 143
Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market 0 0 2 317 2 9 29 976
Extracting information on implied volatilities and discrete dividends from American options prices 1 1 3 45 1 8 22 198
Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM) 0 0 0 70 1 4 7 190
Insurance premium calculation under continuous cumulative prospect theory 1 1 2 50 1 3 16 151
Machine Learning and Fundraising: Applications of Artificial Neural Networks 1 1 4 24 1 8 23 62
On the efficient application of the repeated Richardson extrapolation technique to option pricing 0 1 2 185 0 4 27 740
Probability weighting functions 0 0 1 43 0 4 15 114
Prospect theory: An application to European option pricing 0 0 0 96 1 2 7 273
Simulation techniques for generalized Gaussian densities 0 0 0 313 0 4 10 815
Valuing defaultable bonds: an excursion time approach 0 0 0 146 1 4 11 485
Total Working Papers 3 5 19 1,521 9 69 236 4,801


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 4 14 264
Behavioral premium principles 0 0 1 6 0 2 14 52
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions 0 1 3 7 0 3 15 50
First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights 0 0 0 18 0 2 2 82
Total Journal Articles 0 1 4 88 1 11 45 448


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 2026-07-10