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 1 150 0 0 1 414
Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance 0 0 0 181 0 0 0 661
Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market 0 3 5 313 0 4 20 945
Extracting information on implied volatilities and discrete dividends from American options prices 1 3 3 41 1 5 9 175
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 0 1 266
Simple Formulas to Option Pricing and Hedging in the Black- Scholes Model 0 0 0 433 0 0 1 1,504
Simulation techniques for generalized Gaussian densities 0 0 5 313 0 0 6 805
Total Working Papers 1 6 14 1,597 1 9 38 4,953

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 4 250
Decreasing Absolute Risk Aversion and Option Pricing Bounds 0 0 1 10 2 2 3 64
On the relative efficiency of nth order and DARA stochastic dominance rules 0 0 0 32 0 0 0 200
Option pricing bounds with standard risk aversion preferences 0 0 0 13 0 0 0 46
Total Journal Articles 0 0 2 113 2 2 7 570

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Statistics updated 2025-03-03