paolo pianca
Names
| first: | paolo |
| last: | pianca |
Identifer
| RePEc Short-ID: | ppi53 |
Contact
| homepage: | http://caronte.dma.unive.it/~pianca/ |
| phone: | +390412346915 |
| postal address: | DORSODURO 3825 e 30123 VENICE (ITALY) |
Affiliations
-
Università Ca' Foscari Venezia
/ Dipartimento di Economia
- EDIRC entry
- location:
Research profile
author of:
- Option pricing bounds with standard risk aversion preferences (RePEc:eee:ejores:v:134:y:2001:i:2:p:249-260)
by Basso, A. & Pianca, P. - A more informative estimation procedure for the parameters of a diffusion process (RePEc:eee:phsmap:v:269:y:1999:i:1:p:45-53)
by Basso, A. & Pianca, P. - Decreasing Absolute Risk Aversion and Option Pricing Bounds (RePEc:inm:ormnsc:v:43:y:1997:i:2:p:206-216)
by Antonella Basso & 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 - On the relative efficiency of nth order and DARA stochastic dominance rules (RePEc:taf:apmtfi:v:4:y:1997:i:4:p:207-222)
by Antonella Basso & Paolo Pianca - Extracting information on implied volatilities and discrete dividends from American options prices (RePEc:ven:wpaper:2012_25)
by Martina Nardon & Paolo Pianca - Prospect theory: An application to European option pricing (RePEc:ven:wpaper:2012:34)
by Martina Nardon & Paolo Pianca - Simulation techniques for generalized Gaussian densities (RePEc:vnm:wpaper:145)
by Martina Nardon & Paolo Pianca - Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance (RePEc:vnm:wpaper:157)
by Giuseppe De Nadai & Paolo Pianca - 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 - Simple Formulas to Option Pricing and Hedging in the Black- Scholes Model (RePEc:wpa:wuwpfi:0511005)
by paolo pianca