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 0 0 414
Covered call writing in a cumulative prospect theory framework 0 1 2 23 0 1 5 73
Cumulative Prospect Theory portfolio selection 0 0 4 26 0 0 6 109
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 3 6 316 2 4 17 949
Extracting information on implied volatilities and discrete dividends from American options prices 0 0 4 42 0 0 8 176
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 0 0 0 48 0 1 4 135
Machine Learning and Fundraising: Applications of Artificial Neural Networks 0 0 2 20 1 2 10 40
On the efficient application of the repeated Richardson extrapolation technique to option pricing 1 1 1 184 3 3 6 716
Probability weighting functions 0 0 0 42 0 0 2 99
Prospect theory: An application to European option pricing 0 0 0 96 1 1 2 267
Simulation techniques for generalized Gaussian densities 0 0 2 313 0 0 3 805
Valuing defaultable bonds: an excursion time approach 0 0 0 146 0 0 2 474
Total Working Papers 2 5 21 1,504 7 12 65 4,572


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 0 0 5 0 0 1 38
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions 0 0 0 4 0 0 1 35
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 1 84 0 0 5 403


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 2 13
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 3 19


Statistics updated 2025-08-05