1
H index
0
i10 index
8
Citations
Martina Nardon : Citation Profile
Università Ca' Foscari Venezia | RESEARCH PRODUCTION: 3 Articles 13 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2004 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Martina Nardon. | Is cited by:
| Cites to:
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Main data
Where Martina Nardon has published?
| Journals with more than one article published | # docs |
|---|---|
| Decisions in Economics and Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Department of Economics, University of Venice "Ca' Foscari" | 7 |
| Working Papers / Department of Applied Mathematics, Università Ca' Foscari Venezia | 5 |
Recent works citing Martina Nardon (2024 and 2023)
| Year | Title of citing document |
|---|
Works by Martina Nardon:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions In: Computational Management Science. [Full Text][Citation analysis] | article | 0 |
| 2004 | A two-step simulation procedure to analyze the exercise features of American options In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2019 | Behavioral premium principles In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2021 | Behavioral Aspects in Portfolio Selection In: Springer Books. [Citation analysis] | chapter | 0 |
| 2008 | Simulating a Generalized Gaussian Noise with Shape Parameter 1/2 In: Springer Books. [Citation analysis] | chapter | 0 |
| 2012 | Prospect theory: An application to European option pricing In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Extracting information on implied volatilities and discrete dividends from American options prices In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | European option pricing with constant relative sensitivity probability weighting function In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Probability weighting functions In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Covered call writing in a cumulative prospect theory framework In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Insurance premium calculation under continuous cumulative prospect theory In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Cumulative Prospect Theory portfolio selection In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Simulation techniques for generalized Gaussian densities In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | On the efficient application of the repeated Richardson extrapolation technique to option pricing In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | An efficient binomial approach to the pricing of options on stocks with cash dividends In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM) In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Valuing defaultable bonds: an excursion time approach In: Finance. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team