paolo pianca : Citation Profile


Are you paolo pianca?

Università Ca' Foscari Venezia

3

H index

1

i10 index

19

Citations

RESEARCH PRODUCTION:

5

Articles

8

Papers

RESEARCH ACTIVITY:

   15 years (1997 - 2012). See details.
   Cites by year: 1
   Journals where paolo pianca has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 5 (20.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppi53
   Updated: 2018-12-15    RAS profile: 2013-06-24    
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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 paolo pianca.

Is cited by:

Potì, Valerio (1)

merton, robert (1)

Scholes, Myron (1)

Basso, Antonella (1)

Lo, Andrew (1)

Funari, Stefania (1)

Moreno, Manuel (1)

Cites to:

Geske, Robert (5)

Basso, Antonella (5)

Kahneman, Daniel (4)

merton, robert (3)

Scholes, Myron (2)

Nardon, Martina (2)

Huang, Jingzhi (2)

Schmeidler, David (2)

Kimball, Miles (2)

Amaro de Matos, João (2)

Shastri, Kuldeep (1)

Main data


Where paolo pianca has published?


Working Papers Series with more than one paper published# docs
Working Papers / Department of Applied Mathematics, Universit Ca' Foscari Venezia5
Working Papers / Department of Economics, University of Venice "Ca' Foscari"2

Recent works citing paolo pianca (2018 and 2017)


YearTitle of citing document
2017Higher-degree stochastic dominance optimality and efficiency. (2017). Fang, YI ; Post, Thierry. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:3:p:984-993.

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2017Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood. (2017). Potì, Valerio ; Post, Thierry ; Poti, Valerio. In: Management Science. RePEc:inm:ormnsc:v:63:y:2017:i:1:p:153-165.

Full description at Econpapers || Download paper

2017AN EXPLICIT IMPLIED VOLATILITY FORMULA. (2017). Stefanica, Dan ; Radoii, Rado. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:07:n:s0219024917500480.

Full description at Econpapers || Download paper

Works by paolo pianca:


YearTitleTypeCited
2001Option pricing bounds with standard risk aversion preferences In: European Journal of Operational Research.
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article3
1999A more informative estimation procedure for the parameters of a diffusion process In: Physica A: Statistical Mechanics and its Applications.
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article0
1997Decreasing Absolute Risk Aversion and Option Pricing Bounds In: Management Science.
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article11
2004A two-step simulation procedure to analyze the exercise features of American options In: Decisions in Economics and Finance.
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article1
1997On the relative efficiency of nth order and DARA stochastic dominance rules In: Applied Mathematical Finance.
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article1
2012Prospect theory: An application to European option pricing In: Working Papers.
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paper0
2012Extracting information on implied volatilities and discrete dividends from American options prices In: Working Papers.
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paper0
2006Simulation techniques for generalized Gaussian densities In: Working Papers.
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2007Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance In: Working Papers.
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paper0
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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paper0
2010Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market In: Working Papers.
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paper0
2005Simple Formulas to Option Pricing and Hedging in the Black- Scholes Model In: Finance.
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paper3

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