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Martina NARDON
Martina NARDON
Department of Economics, Ca' Foscari University of Venice
Verified email at unive.it
Title
Cited by
Cited by
Year
Simulation techniques for generalized Gaussian densities
M Nardon, P Pianca
Journal of Statistical Computation and Simulation 79 (11), 1317-1329, 2009
352009
Discrete and continuous time approximations of the optimal exercise boundary of American options
A Basso, M Nardon, P Pianca
Quaderni del Dipartimento di Matematica Applicata 105, 2002
182002
A behavioural approach to the pricing of European options
M Nardon, P Pianca
Mathematical and statistical methods for actuarial sciences and finance, 219-230, 2014
142014
A two-step simulation procedure to analyze the exercise features of American options
A Basso, M Nardon, P Pianca
Decisions in Economics and Finance 27, 35-56, 2004
142004
Simulation techniques for generalized Gaussian densities
M Nardon, P Pianca
Department of Applied Mathematics, Università Ca'Foscari Venezia Working Papers, 2006
132006
Optimal exercise of American options
A Basso, M Nardon, P Pianca
Dipartimento di Matematica Applicata, Università Ca'Foscari Venezia, 2002
112002
Cumulative prospect theory portfolio selection
D Barro, M Corazza, M Nardon
University Ca'Foscari of Venice, Dept. of Economics Research Paper Series No 26, 2020
52020
First passage and excursion time models for valuing defaultable bonds: a review with some insights
M Nardon
Frontiers in Finance and Economics 5 (2), 1-25, 2008
52008
Un'introduzione al rischio di credito
M Nardon
Dipartimento di Matematica Applicata, Università Ca'Foscari Venezia 123, 1-30, 2004
52004
Estimation of the Gift Probability in Fund Raising Management
L Barzanti, M Nardon
Methods and Applications in Fluorescence, 70-75, 2022
42022
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions
M Nardon, P Pianca
Computational Management Science 16, 249-274, 2019
42019
Insurance premium calculation under continuous cumulative prospect theory
M Nardon, P Pianca
University Ca'Foscari of Venice, Dept. of Economics Research Paper Series No 3, 2019
42019
Extracting information on implied volatilities and discrete dividends from American options prices
M Nardon, P Pianca
Journal of Modern Accounting and Auditing 9 (1), 112-129, 2013
42013
Valuing defaultable bonds: an excursion time approach
M Nardon
Available at SSRN 858944, 2005
42005
An analysis of the effects of continuous dividends on the exercise of American options
A Basso, M Nardon, P Pianca
Rendiconti per gli Studi Economici Quantitativi, 41-68, 2002
42002
Behavioral aspects in portfolio selection
D Barro, M Corazza, M Nardon
Mathematical and Statistical Methods for Actuarial Sciences and Finance …, 2021
32021
Behavioral premium principles
M Nardon, P Pianca
Decisions in Economics and Finance 42, 229-257, 2019
32019
Prospect theory: An application to European option pricing
M Nardon, P Pianca
University Ca'Foscari of Venice, Dept. of Economics Research Paper Series No 34, 2012
32012
Binomial algorithms for the evaluation of options on stocks with fixed per share dividends
M Nardon, P Pianca
Mathematical and Statistical Methods for Actuarial Sciences and Finance, 225-234, 2010
32010
On the efficient application of the repeated Richardson extrapolation technique to option pricing
L Barzanti, C Corradi, M Nardon
Mathematical Methods in Economics and Finance 2, 1-20, 2008
32008
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