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 0 141 1 3 14 397
Covered call writing in a cumulative prospect theory framework 0 1 1 16 1 2 7 46
European option pricing with constant relative sensitivity probability weighting function 0 0 0 26 4 5 31 102
Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market 0 4 15 292 2 10 49 870
Extracting information on implied volatilities and discrete dividends from American options prices 0 0 1 33 0 1 11 149
Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM) 0 0 0 70 0 0 3 175
Insurance premium calculation under continuous cumulative prospect theory 0 1 6 26 2 5 18 57
On the efficient application of the repeated Richardson extrapolation technique to option pricing 1 1 6 170 2 2 29 665
Probability weighting functions 0 1 1 36 0 1 5 71
Prospect theory: An application to European option pricing 0 2 6 92 2 7 26 240
Simulation techniques for generalized Gaussian densities 0 1 1 294 0 2 4 772
Valuing defaultable bonds: an excursion time approach 0 0 0 144 0 0 11 466
Total Working Papers 1 11 37 1,340 14 38 208 4,010

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 51 0 0 5 236
Behavioral premium principles 0 2 4 4 0 3 12 15
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions 0 0 0 1 0 4 13 22
First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights 0 0 0 17 0 1 2 72
Total Journal Articles 0 2 5 73 0 8 32 345

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Statistics updated 2020-09-04