Sfoglia per Autore
Probability weighting functions
2015-01-01 Nardon, Martina; Pianca, Paolo
MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Member of the Editorial Board of
2015-01-01 Barro, Diana; Canestrelli, Elio; Corazza, Marco; Ferretti, Paola; Funari, Stefania; Nardon, Martina
MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Member of the Editorial Board of
2015-01-01 Barro, Diana; Canestrelli, Elio; Corazza, Marco; Ferretti, Paola; Funari, Stefania; Nardon, Martina
A behavioural approach to the pricing of European options
2014-01-01 Nardon, Martina; Pianca, Paolo
Alcune osservazioni sulla strategia covered call writing
2014-01-01 Nardon, Martina; Pianca, Paolo
The effects of curvature and elevation of the probability weighting function on options prices
2014-01-01 Nardon, Martina; Pianca, Paolo
European option pricing with constant relative sensitivity probability weighting function
2014-01-01 Nardon, Martina; Pianca, Paolo
Extracting Information on Implied Volatilities and Discrete Dividends from American Option Prices
2013-01-01 Nardon, Martina; Pianca, Paolo
MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Member of the Editorial Board of
2013-01-01 Barro, Diana; Canestrelli, Elio; Corazza, Marco; Ferretti, Paola; Nardon, Martina
Extracting implied dividends from options prices: some applications to the Italian Derivatives Market
2012-01-01 Nardon, Martina; Pianca, Paolo
A behavioral approach to the pricing of European options
2012-01-01 Nardon, Martina; Pianca, Paolo
Prospect theory: An application to European option pricing
2012-01-01 Nardon, Martina; Pianca, Paolo
Extracting Information on Implied Volatilities and Discrete Dividends from American Option Prices
2012-01-01 Nardon, Martina; Pianca, Paolo
Teoria del prospetto e valutazione di opzioni
2012-01-01 Nardon, Martina; Pianca, Paolo
Extracting implied dividends from options prices: some applications to the Italian Derivatives Market
2010-01-01 Nardon, Martina; Pianca, Paolo
Binomial algorithms for the evaluation of options on stocks with fixed per share dividends
2010-01-01 Nardon, Martina; Pianca, Paolo
Opzioni su titoli che pagano dividendi: proprietà e tecniche di valutazione
2009-01-01 Nardon, Martina; Pianca, Paolo
Simulation techniques for generalized Gaussian densities
2009-01-01 Nardon, Martina; Pianca, Paolo
Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM)
2009-01-01 Nardon, Martina; Pianca, Paolo
An efficient binomial approach to the pricing of options on stocks with cash dividends
2008-01-01 Nardon, Martina; Pianca, Paolo
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