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Details about Paolo Pianca

Homepage:http://caronte.dma.unive.it/~pianca/
Phone:+390412346915
Postal address:DORSODURO 3825 e 30123 VENICE (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 Paolo Pianca.

Last updated 2013-06-24. Update your information in the RePEc Author Service.

Short-id: ppi53


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Working Papers

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
  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

2007

  1. Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads

2006

  1. Simulation techniques for generalized Gaussian densities
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads

2005

  1. Simple Formulas to Option Pricing and Hedging in the Black- Scholes Model
    Finance, University Library of Munich, Germany Downloads View citations (4)

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 Downloads View citations (3)

2001

  1. Option pricing bounds with standard risk aversion preferences
    European Journal of Operational Research, 2001, 134, (2), 249-260 Downloads View citations (3)

1999

  1. A more informative estimation procedure for the parameters of a diffusion process
    Physica A: Statistical Mechanics and its Applications, 1999, 269, (1), 45-53 Downloads

1997

  1. Decreasing Absolute Risk Aversion and Option Pricing Bounds
    Management Science, 1997, 43, (2), 206-216 Downloads View citations (14)
  2. On the relative efficiency of nth order and DARA stochastic dominance rules
    Applied Mathematical Finance, 1997, 4, (4), 207-222 Downloads View citations (1)
 
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