Martina Nardon : Citation Profile


Are you Martina Nardon?

Università Ca' Foscari Venezia

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i10 index

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Citations

RESEARCH PRODUCTION:

2

Articles

12

Papers

RESEARCH ACTIVITY:

   15 years (2004 - 2019). See details.
   Cites by year: 0
   Journals where Martina Nardon has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 3 (50 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pna126
   Updated: 2019-04-20    RAS profile: 2019-04-01    
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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 Martina Nardon.

Is cited by:

Hensher, David (1)

Cites to:

Kahneman, Daniel (11)

Schmeidler, David (8)

l'Haridon, Olivier (6)

Abdellaoui, Mohammed (6)

Geske, Robert (6)

Scholes, Myron (5)

Schmidt, Ulrich (4)

Thaler, Richard (3)

Abbink, Klaus (3)

Lehnert, Thorsten (3)

Wolff, Christian (3)

Main data


Where Martina Nardon has published?


Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, University of Venice "Ca' Foscari"6
Working Papers / Department of Applied Mathematics, UniversitÓ Ca' Foscari Venezia5

Recent works citing Martina Nardon (2019 and 2018)


YearTitle of citing document

Works by Martina Nardon:


YearTitleTypeCited
2019European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions In: Computational Management Science.
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2004A two-step simulation procedure to analyze the exercise features of American options In: Decisions in Economics and Finance.
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2012Prospect theory: An application to European option pricing In: Working Papers.
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2012Extracting information on implied volatilities and discrete dividends from American options prices In: Working Papers.
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2014European option pricing with constant relative sensitivity probability weighting function In: Working Papers.
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2015Probability weighting functions In: Working Papers.
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paper1
2016Covered call writing in a cumulative prospect theory framework In: Working Papers.
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2019Insurance premium calculation under continuous cumulative prospect theory In: Working Papers.
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2006Simulation techniques for generalized Gaussian densities In: Working Papers.
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2006On the efficient application of the repeated Richardson extrapolation technique to option pricing In: Working Papers.
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2008An efficient binomial approach to the pricing of options on stocks with cash dividends In: Working Papers.
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2009Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM) In: Working Papers.
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2010Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market In: Working Papers.
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2005Valuing defaultable bonds: an excursion time approach In: Finance.
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