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 0 1 151 1 7 16 430
Covered call writing in a cumulative prospect theory framework 0 1 2 24 1 7 13 84
Cumulative Prospect Theory portfolio selection 0 0 2 28 0 9 16 125
European option pricing with constant relative sensitivity probability weighting function 0 0 0 28 2 5 7 139
Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market 0 0 4 317 3 11 22 967
Extracting information on implied volatilities and discrete dividends from American options prices 0 0 3 44 1 6 15 190
Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM) 0 0 0 70 0 3 3 186
Insurance premium calculation under continuous cumulative prospect theory 0 0 1 49 2 6 14 148
Machine Learning and Fundraising: Applications of Artificial Neural Networks 0 0 3 23 0 5 16 54
On the efficient application of the repeated Richardson extrapolation technique to option pricing 0 0 1 184 2 9 24 736
Probability weighting functions 0 1 1 43 1 7 12 110
Prospect theory: An application to European option pricing 0 0 0 96 0 3 5 271
Simulation techniques for generalized Gaussian densities 0 0 0 313 1 2 6 811
Valuing defaultable bonds: an excursion time approach 0 0 0 146 0 4 7 481
Total Working Papers 0 2 18 1,516 14 84 176 4,732


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 2 2 10 260
Behavioral premium principles 0 0 1 6 0 4 12 50
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions 0 0 2 6 1 3 12 47
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 0 0 3 87 3 9 34 437


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 5 17
Simulating a Generalized Gaussian Noise with Shape Parameter 1/2 0 0 0 0 0 1 1 7
Total Chapters 0 0 0 1 0 2 6 24


Statistics updated 2026-04-09