| Simulation techniques for generalized Gaussian densities M Nardon, P Pianca Journal of Statistical Computation and Simulation 79 (11), 1317-1329, 2009 | 35 | 2009 |
| 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 | 18 | 2002 |
| 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 | 14 | 2014 |
| 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 | 14 | 2004 |
| Simulation techniques for generalized Gaussian densities M Nardon, P Pianca Department of Applied Mathematics, Università Ca'Foscari Venezia Working Papers, 2006 | 13 | 2006 |
| Optimal exercise of American options A Basso, M Nardon, P Pianca Dipartimento di Matematica Applicata, Università Ca'Foscari Venezia, 2002 | 11 | 2002 |
| 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 | 5 | 2020 |
| 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 | 5 | 2008 |
| Un'introduzione al rischio di credito M Nardon Dipartimento di Matematica Applicata, Università Ca'Foscari Venezia 123, 1-30, 2004 | 5 | 2004 |
| Estimation of the Gift Probability in Fund Raising Management L Barzanti, M Nardon Methods and Applications in Fluorescence, 70-75, 2022 | 4 | 2022 |
| 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 | 4 | 2019 |
| 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 | 4 | 2019 |
| 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 | 4 | 2013 |
| Valuing defaultable bonds: an excursion time approach M Nardon Available at SSRN 858944, 2005 | 4 | 2005 |
| 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 | 4 | 2002 |
| Behavioral aspects in portfolio selection D Barro, M Corazza, M Nardon Mathematical and Statistical Methods for Actuarial Sciences and Finance …, 2021 | 3 | 2021 |
| Behavioral premium principles M Nardon, P Pianca Decisions in Economics and Finance 42, 229-257, 2019 | 3 | 2019 |
| 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 | 3 | 2012 |
| 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 | 3 | 2010 |
| 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 | 3 | 2008 |
