Marzia De Donno : Citation Profile


Are you Marzia De Donno?

Università degli Studi di Parma

5

H index

3

i10 index

65

Citations

RESEARCH PRODUCTION:

11

Articles

4

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 4
   Journals where Marzia De Donno has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 5 (7.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde967
   Updated: 2020-10-24    RAS profile: 2020-01-20    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Marzia De Donno.

Is cited by:

Moraux, Franck (6)

Magnani, Marco (3)

Levy, Moshe (2)

Scaillet, Olivier (1)

Tsekrekos, Andrianos (1)

Oosterlee, Cornelis (1)

Strong, Winslow (1)

Brianti, Marco (1)

Cites to:

Allouch, Nizar (7)

LE VAN, CUONG (7)

EECKHOUDT, LOUIS (5)

Menegatti, Mario (4)

Kreps, David (4)

Weitzman, Martin (3)

Abel, Andrew (3)

Weitzman, Martin (2)

Laroque, Guy (2)

Kacperczyk, Marcin (2)

Munk, Claus (2)

Main data


Where Marzia De Donno has published?


Journals with more than one article published# docs
Mathematical Finance2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2

Recent works citing Marzia De Donno (2020 and 2019)


YearTitle of citing document
2019Term structure modeling for multiple curves with stochastic discontinuities. (2019). Schmidt, Thorsten ; Gumbel, Sandrine ; Grbac, Zorana ; Fontana, Claudio. In: Papers. RePEc:arx:papers:1810.09882.

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2020From small markets to big markets. (2019). Rasonyi, Miklos ; Carassus, Laurence. In: Papers. RePEc:arx:papers:1907.05593.

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2019Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to Mathematical Finance. (2019). Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1908.03946.

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2020Valuing Tradeability in Exponential L\evy Models. (2019). Mathys, Ludovic. In: Papers. RePEc:arx:papers:1912.00469.

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2020On Calibration Neural Networks for extracting implied information from American options. (2020). Oosterlee, Cornelis W ; Borovykh, Anastasia ; 'Alvaro Leitao, ; Liu, Shuaiqiang. In: Papers. RePEc:arx:papers:2001.11786.

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2020Double continuation regions for American options under Poisson exercise opportunities. (2020). Yamazaki, Kazutoshi ; Jos'e Luis P'erez, ; Palmowski, Zbigniew. In: Papers. RePEc:arx:papers:2004.03330.

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2020Perpetual American options with asset-dependent discounting. (2020). Palmowski, Zbigniew ; Al-Hadad, Jonas. In: Papers. RePEc:arx:papers:2007.09419.

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2019Stocks for the log-run and constant relative risk aversion preferences. (2019). Levy, Moshe. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:3:p:1163-1168.

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2019Dynamic portfolio choice with return predictability and transaction costs. (2019). Siu, Chi Chung ; Ma, Guiyuan ; Zhu, Song-Ping. In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:3:p:976-988.

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2020American step options. (2020). De Temple, Jerome ; Moraux, Franck ; Abdou, Souleymane Laminou ; Detemple, Jerome. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:1:p:363-385.

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2020An analysis of dollar cost averaging and market timing investment strategies. (2020). Nguyen, Duy ; Mitra, Sovan ; Kirkby, Lars J. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1168-1186.

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2020Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities. (2020). Germano, G ; Marazzina, D ; Phelan, C E. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103780.

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2020American Step Options. (2019). Moraux, Franck ; Abdou, Souleymane Laminou ; Detemple, Jerome ; De Temple, Jerome. In: Post-Print. RePEc:hal:journl:halshs-02283374.

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2020The theory of precautionary saving: an overview of recent developments. (2020). Magnani, Marco ; Menegatti, Mario ; Baiardi, Donatella. In: Review of Economics of the Household. RePEc:kap:reveho:v:18:y:2020:i:2:d:10.1007_s11150-019-09460-3.

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2020Risk-Neutral Pricing for Arbitrage Pricing Theory. (2020). Carassus, Laurence ; Rasonyi, Miklos. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:186:y:2020:i:1:d:10.1007_s10957-020-01699-6.

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2019Stocks for the log-run and constant relative risk aversion preferences. (2019). Levy, Moshe. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:3:p:1163-1168.

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Works by Marzia De Donno:


YearTitleTypeCited
2019Double continuation regions for American and Swing options with negative discount rate in L\evy models In: Papers.
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paper5
2020Double continuation regions for American and Swing options with negative discount rate in Lévy models.(2020) In: Mathematical Finance.
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This paper has another version. Agregated cites: 5
article
2006A theory of stochastic integration for bond markets In: Papers.
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paper10
2004A note on completeness in large financial markets In: Mathematical Finance.
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article4
2015New results on precautionary saving under two risks In: Economics Letters.
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article3
2011Intertemporal asset pricing and the marginal utility of wealth In: Journal of Mathematical Economics.
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article0
2005Super-replication and utility maximization in large financial markets In: Stochastic Processes and their Applications.
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article14
2015Kim and Omberg Revisited: The Duality Approach In: Journal of Probability and Statistics.
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article3
2011Envelope theorems in Banach lattices In: Working Papers.
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paper0
2013Real Options and American Derivatives: the Double Continuation Region In: Working Papers.
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paper13
2015Real Options and American Derivatives: The Double Continuation Region.(2015) In: Management Science.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2019Risk estimation for short-term financial data through pooling of stable fits In: Financial Markets and Portfolio Management.
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article0
2017Reaching nirvana with a defaultable asset? In: Decisions in Economics and Finance.
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article3
2004On the use of measure-valued strategies in bond markets In: Finance and Stochastics.
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article5
2012Real options with a double continuation region In: Quantitative Finance.
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article5
2004The Term Structure of Interest Rates as a Random Field: a Stochastic Integration Approach In: World Scientific Book Chapters.
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chapter0

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