Details about Paolo Pianca

Access statistics for papers by Paolo Pianca.

Last updated 2009-09-07. Update your information in the RePEc Author Service.

Short-id: ppi53

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

2007

2. Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance
   Working Papers, Department of Applied Mathematics, University of Venice

2006

3. Simulation techniques for generalized Gaussian densities
   Working Papers, Department of Applied Mathematics, University of Venice

2005

4. Simple Formulas to Option Pricing and Hedging in the Black- Scholes Model
   Finance, EconWPA

Journal Articles

2004

1. 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

2001

2. Option pricing bounds with standard risk aversion preferences
   European Journal of Operational Research, 2001, 134, (2), 249-260

1997

3. On the relative efficiency of nth order and DARA stochastic dominance rules
   Applied Mathematical Finance, 1997, 4, (4), 207-222