Details about Martina Nardon

Access statistics for papers by Martina Nardon.

Last updated 2009-06-17. Update your information in the RePEc Author Service.

Short-id: pna126

Working Papers

2008

1. An efficient binomial approach to the pricing of options on stocks with cash dividends
   Working Papers, Department of Applied Mathematics, University of Venice

2006

2. On the efficient application of the repeated Richardson extrapolation technique to option pricing
   Working Papers, Department of Applied Mathematics, University of Venice
3. Simulation techniques for generalized Gaussian densities
   Working Papers, Department of Applied Mathematics, University of Venice

2005

4. Valuing defaultable bonds: an excursion time approach
   Finance, EconWPA

Journal Articles

2008

1. First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights
   Frontiers in Finance and Economics, 2008, 5, (2), 1-25

2004

2. A two-step simulation procedure to analyze the exercise features of American options
   Decisions in Economics and Finance, 2004, 27, (1), 35-56 View citations