Access Statistics for Paolo Pianca

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 21 435
Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance 0 0 0 181 0 1 12 676
Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market 0 0 1 317 2 8 29 978
Extracting information on implied volatilities and discrete dividends from American options prices 0 1 3 45 1 3 23 199
Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM) 0 0 0 70 1 2 8 191
Prospect theory: An application to European option pricing 0 0 0 96 0 1 6 273
Simple Formulas to Option Pricing and Hedging in the Black- Scholes Model 0 0 0 433 0 0 19 1,523
Simulation techniques for generalized Gaussian densities 0 0 0 313 0 1 10 815
Total Working Papers 0 1 6 1,607 5 18 128 5,090


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A more informative estimation procedure for the parameters of a diffusion process 0 0 0 1 0 0 6 16
A two-step simulation procedure to analyze the exercise features of American options 0 0 0 57 0 2 14 264
Decreasing Absolute Risk Aversion and Option Pricing Bounds 0 0 0 10 2 3 15 79
On the relative efficiency of nth order and DARA stochastic dominance rules 0 0 0 32 0 0 10 211
Option pricing bounds with standard risk aversion preferences 0 0 0 13 0 1 11 57
Total Journal Articles 0 0 0 113 2 6 56 627


Statistics updated 2026-08-07