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 1 1 151 4 9 13 427
Covered call writing in a cumulative prospect theory framework 1 1 3 24 5 8 12 82
Cumulative Prospect Theory portfolio selection 0 0 3 28 5 10 14 121
European option pricing with constant relative sensitivity probability weighting function 0 0 0 28 3 4 5 137
Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market 0 0 4 317 7 11 18 963
Extracting information on implied volatilities and discrete dividends from American options prices 0 0 4 44 5 8 15 189
Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM) 0 0 0 70 3 3 3 186
Insurance premium calculation under continuous cumulative prospect theory 0 0 1 49 3 7 12 145
Machine Learning and Fundraising: Applications of Artificial Neural Networks 0 1 3 23 3 8 14 52
On the efficient application of the repeated Richardson extrapolation technique to option pricing 0 0 1 184 5 10 20 732
Probability weighting functions 1 1 1 43 3 7 8 106
Prospect theory: An application to European option pricing 0 0 0 96 3 3 5 271
Simulation techniques for generalized Gaussian densities 0 0 0 313 0 3 4 809
Valuing defaultable bonds: an excursion time approach 0 0 0 146 4 5 8 481
Total Working Papers 2 4 21 1,516 53 96 151 4,701


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 6 8 258
Behavioral premium principles 0 0 1 6 4 9 12 50
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions 0 1 2 6 2 8 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 1 3 87 6 23 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 1 2 5 17
Simulating a Generalized Gaussian Noise with Shape Parameter 1/2 0 0 0 0 1 1 2 7
Total Chapters 0 0 0 1 2 3 7 24


Statistics updated 2026-02-12