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 0 150 3 4 4 418
Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance 0 0 0 181 2 3 6 667
Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market 0 1 7 317 2 3 12 952
Extracting information on implied volatilities and discrete dividends from American options prices 0 2 6 44 3 5 11 181
Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM) 0 0 0 70 0 0 0 183
Prospect theory: An application to European option pricing 0 0 0 96 1 1 2 268
Simple Formulas to Option Pricing and Hedging in the Black- Scholes Model 0 0 0 433 0 0 0 1,504
Simulation techniques for generalized Gaussian densities 0 0 0 313 0 1 1 806
Total Working Papers 0 3 13 1,604 11 17 36 4,979

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 1 1 11
A two-step simulation procedure to analyze the exercise features of American options 0 0 0 57 2 2 4 252
Decreasing Absolute Risk Aversion and Option Pricing Bounds 0 0 0 10 1 1 3 65
On the relative efficiency of nth order and DARA stochastic dominance rules 0 0 0 32 1 1 2 202
Option pricing bounds with standard risk aversion preferences 0 0 0 13 3 4 4 50
Total Journal Articles 0 0 0 113 8 9 14 580

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Statistics updated 2025-11-08