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 1 1 2 152 3 6 19 433
Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance 0 0 0 181 2 4 13 675
Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market 0 0 4 317 3 7 25 970
Extracting information on implied volatilities and discrete dividends from American options prices 0 0 2 44 6 7 20 196
Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM) 0 0 0 70 3 3 6 189
Prospect theory: An application to European option pricing 0 0 0 96 1 1 6 272
Simple Formulas to Option Pricing and Hedging in the Black- Scholes Model 0 0 0 433 11 13 19 1,523
Simulation techniques for generalized Gaussian densities 0 0 0 313 3 5 9 814
Total Working Papers 1 1 8 1,606 32 46 117 5,072


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 2 3 6 16
A two-step simulation procedure to analyze the exercise features of American options 0 0 0 57 2 4 12 262
Decreasing Absolute Risk Aversion and Option Pricing Bounds 0 0 0 10 5 7 12 76
On the relative efficiency of nth order and DARA stochastic dominance rules 0 0 0 32 4 4 11 211
Option pricing bounds with standard risk aversion preferences 0 0 0 13 1 1 10 56
Total Journal Articles 0 0 0 113 14 19 51 621


Statistics updated 2026-05-06