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 0 150 0 1 1 415
Covered call writing in a cumulative prospect theory framework 0 0 2 23 0 0 5 73
Cumulative Prospect Theory portfolio selection 0 2 5 28 0 2 7 111
European option pricing with constant relative sensitivity probability weighting function 0 0 0 28 0 0 0 132
Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market 1 2 7 317 1 3 12 950
Extracting information on implied volatilities and discrete dividends from American options prices 1 2 6 44 1 2 9 178
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 1 1 1 49 1 1 4 136
Machine Learning and Fundraising: Applications of Artificial Neural Networks 1 1 2 21 1 4 8 43
On the efficient application of the repeated Richardson extrapolation technique to option pricing 0 1 1 184 1 5 7 718
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 1 267
Simulation techniques for generalized Gaussian densities 0 0 0 313 0 1 1 806
Valuing defaultable bonds: an excursion time approach 0 0 0 146 0 1 3 475
Total Working Papers 4 9 24 1,511 5 21 60 4,586


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 1 57 0 0 3 250
Behavioral premium principles 0 1 1 6 0 1 2 39
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions 1 1 1 5 2 2 3 37
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 86 2 3 8 406


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 3 14
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 4 20


Statistics updated 2025-10-06