Marzia De Donno : Citation Profile


Are you Marzia De Donno?

Università degli Studi di Parma

4

H index

3

i10 index

54

Citations

RESEARCH PRODUCTION:

11

Articles

4

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 3
   Journals where Marzia De Donno has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 5 (8.47 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde967
   Updated: 2020-09-26    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 (5)

Magnani, Marco (3)

Brianti, Marco (1)

Tsekrekos, Andrianos (1)

Levy, Moshe (1)

Strong, Winslow (1)

Scaillet, Olivier (1)

Oosterlee, Cornelis (1)

Cites to:

Allouch, Nizar (7)

LE VAN, CUONG (7)

EECKHOUDT, LOUIS (5)

Kreps, David (4)

Menegatti, Mario (4)

Abel, Andrew (3)

Weitzman, Martin (3)

Kacperczyk, Marcin (2)

Peydro, Jose-Luis (2)

Weitzman, Martin (2)

Li, Jingyuan (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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2019From 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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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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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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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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paper2
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: 2
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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article13
2015Kim and Omberg Revisited: The Duality Approach In: Journal of Probability and Statistics.
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article0
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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paper11
2015Real Options and American Derivatives: The Double Continuation Region.(2015) In: Management Science.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
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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article2
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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article4
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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