Martina Nardon
Names
| first: | Martina |
| last: | Nardon |
Identifer
| RePEc Short-ID: | pna126 |
Contact
| email: | mnardon at domain unive.it |
| 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 |
Affiliations
-
Università Ca' Foscari Venezia
/ Dipartimento di Economia
- EDIRC entry
- location:
Research profile
author of:
- First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights (RePEc:ffe:journl:v:5:y:2008:i:2:p:1-25)
by Martina Nardon - European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions (RePEc:spr:comgts:v:16:y:2019:i:1:d:10.1007_s10287-018-0324-y)
by Martina Nardon & Paolo Pianca - A two-step simulation procedure to analyze the exercise features of American options (RePEc:spr:decfin:v:27:y:2004:i:1:p:35-56)
by Antonella Basso & Martina Nardon & Paolo Pianca - Behavioral premium principles (RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00246-x)
by Martina Nardon & Paolo Pianca - Behavioral Aspects in Portfolio Selection (RePEc:spr:sprchp:978-3-030-78965-7_14)
by Diana Barro & Marco Corazza & Martina Nardon - Simulating a Generalized Gaussian Noise with Shape Parameter 1/2 (RePEc:spr:sprchp:978-88-470-0704-8_22)
by Martina Nardon & Paolo Pianca - Prospect theory: An application to European option pricing (RePEc:ven:wpaper:2012:34)
by Martina Nardon & Paolo Pianca - Extracting information on implied volatilities and discrete dividends from American options prices (RePEc:ven:wpaper:2012_25)
by Martina Nardon & Paolo Pianca - European option pricing with constant relative sensitivity probability weighting function (RePEc:ven:wpaper:2014:25)
by Martina Nardon & Paolo Pianca - Probability weighting functions (RePEc:ven:wpaper:2015:29)
by Martina Nardon & Paolo Pianca - Covered call writing in a cumulative prospect theory framework (RePEc:ven:wpaper:2016:35)
by Martina Nardon & Paolo Pianca - Insurance premium calculation under continuous cumulative prospect theory (RePEc:ven:wpaper:2019:03)
by Martina Nardon & Paolo Pianca - Cumulative Prospect Theory portfolio selection (RePEc:ven:wpaper:2020:26)
by Diana Barro & Marco Corazza & Martina Nardon - Simulation techniques for generalized Gaussian densities (RePEc:vnm:wpaper:145)
by Martina Nardon & Paolo Pianca - On the efficient application of the repeated Richardson extrapolation technique to option pricing (RePEc:vnm:wpaper:147)
by Luca Barzanti & Corrado Corradi & Martina Nardon - An efficient binomial approach to the pricing of options on stocks with cash dividends (RePEc:vnm:wpaper:178)
by Martina Nardon & Paolo Pianca - Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM) (RePEc:vnm:wpaper:195)
by Martina Nardon & Paolo Pianca - Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market (RePEc:vnm:wpaper:198)
by Martina Nardon & Paolo Pianca - Valuing defaultable bonds: an excursion time approach (RePEc:wpa:wuwpfi:0511015)
by Martina Nardon