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 1 151 2 10 15 429
Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance 0 0 0 181 1 3 11 672
Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market 0 0 4 317 1 11 19 964
Extracting information on implied volatilities and discrete dividends from American options prices 0 0 3 44 0 6 14 189
Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM) 0 0 0 70 0 3 3 186
Prospect theory: An application to European option pricing 0 0 0 96 0 3 5 271
Simple Formulas to Option Pricing and Hedging in the Black- Scholes Model 0 0 0 433 1 7 7 1,511
Simulation techniques for generalized Gaussian densities 0 0 0 313 1 4 5 810
Total Working Papers 0 0 8 1,605 6 47 79 5,032


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 1 3 4 14
A two-step simulation procedure to analyze the exercise features of American options 0 0 0 57 0 3 8 258
Decreasing Absolute Risk Aversion and Option Pricing Bounds 0 0 0 10 2 6 7 71
On the relative efficiency of nth order and DARA stochastic dominance rules 0 0 0 32 0 4 7 207
Option pricing bounds with standard risk aversion preferences 0 0 0 13 0 5 9 55
Total Journal Articles 0 0 0 113 3 21 35 605


Statistics updated 2026-03-04