Details about Martina Nardon

Access statistics for papers by Martina Nardon.

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

Short-id: pna126

Working Papers

2023

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

2020

2. Cumulative Prospect Theory portfolio selection
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (2)

2019

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

2016

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

2015

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

2014

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

2012

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

2010

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

2009

10. 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

2008

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

2006

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

2005

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

Journal Articles

2019

1. Behavioral premium principles
   Decisions in Economics and Finance, 2019, 42, (1), 229-257 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

2008

3. 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

4. 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 (4)

Chapters

2021

1. Behavioral Aspects in Portfolio Selection
   Springer

2008

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