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 1 150 0 0 1 414
Covered call writing in a cumulative prospect theory framework 1 1 1 22 1 2 3 71
Cumulative Prospect Theory portfolio selection 0 1 7 25 1 2 10 108
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 0 3 5 313 0 4 20 945
Extracting information on implied volatilities and discrete dividends from American options prices 1 3 3 41 1 5 9 175
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 1 48 1 1 6 134
Machine Learning and Fundraising: Applications of Artificial Neural Networks 0 0 6 20 0 1 22 38
On the efficient application of the repeated Richardson extrapolation technique to option pricing 0 0 1 183 0 1 3 712
Probability weighting functions 0 0 0 42 0 1 1 98
Prospect theory: An application to European option pricing 0 0 0 96 0 0 1 266
Simulation techniques for generalized Gaussian densities 0 0 5 313 0 0 6 805
Valuing defaultable bonds: an excursion time approach 0 0 0 146 0 0 1 473
Total Working Papers 2 8 30 1,497 4 17 83 4,554


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 4 250
Behavioral premium principles 0 0 0 5 0 0 3 38
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions 0 0 0 4 0 0 2 35
First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights 0 0 0 18 0 0 1 80
Total Journal Articles 0 0 1 84 0 0 10 403


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 3 12
Simulating a Generalized Gaussian Noise with Shape Parameter 1/2 0 0 0 0 1 1 2 6
Total Chapters 0 0 0 1 1 2 5 18


Statistics updated 2025-03-03