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 2 152 1 2 21 436
Covered call writing in a cumulative prospect theory framework 0 0 1 24 1 2 19 92
Cumulative Prospect Theory portfolio selection 0 0 0 28 0 0 18 129
European option pricing with constant relative sensitivity probability weighting function 0 0 0 28 0 0 11 143
Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market 2 2 3 319 2 6 31 980
Extracting information on implied volatilities and discrete dividends from American options prices 0 1 2 45 3 5 25 202
Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM) 0 0 0 70 0 2 8 191
Insurance premium calculation under continuous cumulative prospect theory 0 1 2 50 0 2 17 152
Machine Learning and Fundraising: Applications of Artificial Neural Networks 0 1 4 24 0 2 21 63
On the efficient application of the repeated Richardson extrapolation technique to option pricing 0 0 1 185 0 0 23 740
Probability weighting functions 0 0 1 43 0 1 16 115
Prospect theory: An application to European option pricing 0 0 0 96 1 2 7 274
Simulation techniques for generalized Gaussian densities 0 0 0 313 0 0 9 815
Valuing defaultable bonds: an excursion time approach 0 0 0 146 0 1 10 485
Total Working Papers 2 5 16 1,523 8 25 236 4,817


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 2 15 265
Behavioral premium principles 0 0 0 6 0 0 13 52
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions 0 0 3 7 1 1 16 51
First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights 0 0 0 18 0 0 2 82
Total Journal Articles 0 0 3 88 2 3 46 450


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 0 6 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 0 7 27


Statistics updated 2026-09-10