Marzia De Donno
Names
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Marzia |
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De Donno |
Identifer
Contact
Affiliations
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Università Cattolica del Sacro Cuore
/ Facoltà di Scienze Bancarie, Finanziarie e Assicurative
Research profile
author of:
- Double continuation regions for American and Swing options with negative discount rate in L\'evy models (RePEc:arx:papers:1801.00266)
by Marzia De Donno & Zbigniew Palmowski & Joanna Tumilewicz - A theory of stochastic integration for bond markets (RePEc:arx:papers:math/0602532)
by M. De Donno & M. Pratelli - A note on completeness in large financial markets (RePEc:bla:mathfi:v:14:y:2004:i:2:p:295-315)
by Marzia De Donno - Double continuation regions for American and Swing options with negative discount rate in Lévy models (RePEc:bla:mathfi:v:30:y:2020:i:1:p:196-227)
by Marzia De Donno & Zbigniew Palmowski & Joanna Tumilewicz - On the exercise of American quanto options (RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000870)
by Battauz, Anna & De Donno, Marzia & Sbuelz, Alessandro - New results on precautionary saving under two risks (RePEc:eee:ecolet:v:130:y:2015:i:c:p:17-20)
by Baiardi, Donatella & De Donno, Marzia & Magnani, Marco & Menegatti, Mario - On the relationship between comparisons of risk aversion of different orders (RePEc:eee:mateco:v:102:y:2022:i:c:s0304406822000854)
by De Donno, Marzia & Menegatti, Mario - Intertemporal asset pricing and the marginal utility of wealth (RePEc:eee:mateco:v:47:y:2011:i:2:p:227-244)
by Battauz, Anna & De Donno, Marzia & Ortu, Fulvio - Super-replication and utility maximization in large financial markets (RePEc:eee:spapps:v:115:y:2005:i:12:p:2006-2022)
by De Donno, M. & Guasoni, P. & Pratelli, M. - Kim and Omberg Revisited: The Duality Approach (RePEc:hin:jnljps:581854)
by Anna Battauz & Marzia De Donno & Alessandro Sbuelz - On representation of preferences à la Debreu (RePEc:ids:ijdsci:v:8:y:2023:i:3:p:175-194)
by Erio Castagnoli & Marzia De Donno & Gino Favero & Paola Modesti - Envelope theorems in Banach lattices (RePEc:igi:igierp:396)
by Anna Battauz & Marzia De Donno & Fulvio Ortu - Real Options and American Derivatives: the Double Continuation Region (RePEc:igi:igierp:499)
by Anna Battauz & Marzia De Donno & Alessandro Sbuelz - Real Options and American Derivatives: The Double Continuation Region (RePEc:inm:ormnsc:v:61:y:2015:i:5:p:1094-1107)
by Anna Battauz & Marzia De Donno & Alessandro Sbuelz - Risk estimation for short-term financial data through pooling of stable fits (RePEc:kap:fmktpm:v:33:y:2019:i:4:d:10.1007_s11408-019-00340-5)
by Marzia De Donno & Riccardo Donati & Gino Favero & Paola Modesti - Optimal exercise of American put options near maturity: A new economic perspective (RePEc:kap:revdev:v:25:y:2022:i:1:d:10.1007_s11147-021-09180-w)
by Anna Battauz & Marzia De Donno & Janusz Gajda & Alessandro Sbuelz - Some conditions for the equivalence between risk aversion, prudence and temperance (RePEc:kap:theord:v:89:y:2020:i:1:d:10.1007_s11238-020-09745-5)
by Marzia De Donno & Mario Menegatti - Reaching nirvana with a defaultable asset? (RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0192-x)
by Anna Battauz & Marzia Donno & Alessandro Sbuelz - Changes in multiplicative risks and optimal portfolio choice: new interpretations and results (RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00250-1)
by Marzia Donno & Marco Magnani & Mario Menegatti - On the use of measure-valued strategies in bond markets (RePEc:spr:finsto:v:8:y:2004:i:1:p:87-109)
by Marzia Donno & Maurizio Pratelli - Real options with a double continuation region (RePEc:taf:quantf:v:12:y:2012:i:3:p:465-475)
by Anna Battauz & Marzia De Donno & Alessandro Sbuelz - The Term Structure of Interest Rates as a Random Field: a Stochastic Integration Approach (RePEc:wsi:wschap:9789812702852_0002)
by Marzia De Donno