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Details about Martina Nardon

E-mail:
Homepage:https://www.unive.it/data/people/5590853
Phone:+39 0412347413
Postal address:Department of Economics University Ca' Foscari of Venice San Giobbe - Cannaregio, 873 30121 Venezia, Italy
Workplace:Dipartimento di Economia (Department of Economics), Università Ca' Foscari Venezia (University Ca' Foscari Venice), (more information at EDIRC)

Access statistics for papers by Martina Nardon.

Last updated 2024-05-08. Update your information in the RePEc Author Service.

Short-id: pna126


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Working Papers

2023

  1. Machine Learning and Fundraising: Applications of Artificial Neural Networks
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads

2020

  1. Cumulative Prospect Theory portfolio selection
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (1)

2019

  1. Insurance premium calculation under continuous cumulative prospect theory
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (2)

2016

  1. Covered call writing in a cumulative prospect theory framework
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads

2015

  1. Probability weighting functions
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (2)

2014

  1. European option pricing with constant relative sensitivity probability weighting function
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads

2012

  1. Extracting information on implied volatilities and discrete dividends from American options prices
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (1)
  2. Prospect theory: An application to European option pricing
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads

2010

  1. Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads

2009

  1. Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM)
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads

2008

  1. An efficient binomial approach to the pricing of options on stocks with cash dividends
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads

2006

  1. On the efficient application of the repeated Richardson extrapolation technique to option pricing
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads
  2. Simulation techniques for generalized Gaussian densities
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads View citations (1)

2005

  1. Valuing defaultable bonds: an excursion time approach
    Finance, University Library of Munich, Germany Downloads View citations (1)

Journal Articles

2019

  1. Behavioral premium principles
    Decisions in Economics and Finance, 2019, 42, (1), 229-257 Downloads View citations (1)
  2. European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions
    Computational Management Science, 2019, 16, (1), 249-274 Downloads

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 Downloads

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 Downloads View citations (4)

Chapters

2021

  1. Behavioral Aspects in Portfolio Selection
    Springer

2008

  1. Simulating a Generalized Gaussian Noise with Shape Parameter 1/2
    Springer
 
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