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 2 10 15 429
Covered call writing in a cumulative prospect theory framework 0 1 2 24 1 7 12 83
Cumulative Prospect Theory portfolio selection 0 0 3 28 4 13 17 125
European option pricing with constant relative sensitivity probability weighting function 0 0 0 28 0 4 5 137
Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market 0 0 4 317 1 11 19 964
Extracting information on implied volatilities and discrete dividends from American options prices 0 0 3 44 0 6 14 189
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 1 7 12 146
Machine Learning and Fundraising: Applications of Artificial Neural Networks 0 1 3 23 2 7 16 54
On the efficient application of the repeated Richardson extrapolation technique to option pricing 0 0 1 184 2 10 22 734
Probability weighting functions 0 1 1 43 3 10 11 109
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 4 5 810
Valuing defaultable bonds: an excursion time approach 0 0 0 146 0 5 8 481
Total Working Papers 0 3 19 1,516 17 100 164 4,718


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 0 3 8 258
Behavioral premium principles 0 0 1 6 0 6 12 50
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions 0 0 2 6 0 5 11 46
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 0 14 31 434


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 2 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 3 6 24


Statistics updated 2026-03-04