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 2 152 1 2 21 436
Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance 0 0 0 181 7 8 19 683
Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market 2 2 3 319 2 6 31 980
Extracting information on implied volatilities and discrete dividends from American options prices 0 1 2 45 3 5 25 202
Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM) 0 0 0 70 0 2 8 191
Prospect theory: An application to European option pricing 0 0 0 96 1 2 7 274
Simple Formulas to Option Pricing and Hedging in the Black- Scholes Model 0 0 0 433 0 0 19 1,523
Simulation techniques for generalized Gaussian densities 0 0 0 313 0 0 9 815
Total Working Papers 2 3 7 1,609 14 25 139 5,104


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 7 17
A two-step simulation procedure to analyze the exercise features of American options 0 0 0 57 1 2 15 265
Decreasing Absolute Risk Aversion and Option Pricing Bounds 0 0 0 10 0 2 15 79
On the relative efficiency of nth order and DARA stochastic dominance rules 2 2 2 34 3 3 13 214
Option pricing bounds with standard risk aversion preferences 0 0 0 13 0 0 10 57
Total Journal Articles 2 2 2 115 5 8 60 632


Statistics updated 2026-09-10