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 1 1 1 415
Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance 0 0 0 181 0 2 3 664
Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market 0 2 6 316 0 3 14 949
Extracting information on implied volatilities and discrete dividends from American options prices 1 1 5 43 1 1 8 177
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 0 1 1 267
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 1 1 2 806
Total Working Papers 1 3 11 1,602 3 9 29 4,965

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 0 10
A two-step simulation procedure to analyze the exercise features of American options 0 0 1 57 0 0 3 250
Decreasing Absolute Risk Aversion and Option Pricing Bounds 0 0 0 10 0 0 2 64
On the relative efficiency of nth order and DARA stochastic dominance rules 0 0 0 32 0 1 1 201
Option pricing bounds with standard risk aversion preferences 0 0 0 13 1 1 1 47
Total Journal Articles 0 0 1 113 1 2 7 572

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Statistics updated 2025-09-05