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 1 8 140 1 6 23 381
Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance 0 0 0 176 0 0 5 639
Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market 1 3 8 276 3 6 17 818
Extracting information on implied volatilities and discrete dividends from American options prices 0 0 2 32 0 2 9 138
Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM) 0 0 1 70 0 0 1 171
Prospect theory: An application to European option pricing 2 5 13 84 2 7 32 209
Simple Formulas to Option Pricing and Hedging in the Black- Scholes Model 0 0 2 429 0 0 7 1,459
Simulation techniques for generalized Gaussian densities 0 0 1 293 0 0 4 766
Total Working Papers 3 9 35 1,500 6 21 98 4,581


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 6
A two-step simulation procedure to analyze the exercise features of American options 0 0 0 49 0 0 2 230
Decreasing Absolute Risk Aversion and Option Pricing Bounds 0 0 0 9 0 0 0 40
On the relative efficiency of nth order and DARA stochastic dominance rules 0 0 0 32 0 0 1 193
Option pricing bounds with standard risk aversion preferences 0 0 0 12 0 0 0 37
Total Journal Articles 0 0 0 103 0 0 3 506


Statistics updated 2019-07-03