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 1 9 141 3 5 28 386
Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance 0 0 0 176 0 1 5 640
Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market 0 1 6 277 2 5 17 823
Extracting information on implied volatilities and discrete dividends from American options prices 0 0 2 32 0 0 7 138
Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM) 0 0 0 70 0 1 1 172
Prospect theory: An application to European option pricing 0 2 14 86 1 6 34 215
Simple Formulas to Option Pricing and Hedging in the Black- Scholes Model 0 0 1 429 0 2 6 1,461
Simulation techniques for generalized Gaussian densities 0 0 0 293 0 2 5 768
Total Working Papers 0 4 32 1,504 6 22 103 4,603


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 1 1 7
A two-step simulation procedure to analyze the exercise features of American options 0 1 1 50 1 2 4 232
Decreasing Absolute Risk Aversion and Option Pricing Bounds 0 0 0 9 0 1 1 41
On the relative efficiency of nth order and DARA stochastic dominance rules 0 0 0 32 0 0 0 193
Option pricing bounds with standard risk aversion preferences 0 0 0 12 1 2 2 39
Total Journal Articles 0 1 1 104 2 6 8 512


Statistics updated 2019-10-05