3
H index
1
i10 index
29
Citations
paolo pianca : Citation Profile
Università Ca' Foscari Venezia | RESEARCH PRODUCTION: 5 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (1997 - 2012). 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:
| Cites to:
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Main data
Where paolo pianca has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Department of Applied Mathematics, Università Ca' Foscari Venezia | 5 |
| Working Papers / Department of Economics, University of Venice "Ca' Foscari" | 2 |
Recent works citing paolo pianca (2025 and 2024)
| Year | Title of citing document |
|---|
Works by paolo pianca:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2001 | Option pricing bounds with standard risk aversion preferences In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 3 |
| 1999 | A more informative estimation procedure for the parameters of a diffusion process In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 1997 | Decreasing Absolute Risk Aversion and Option Pricing Bounds In: Management Science. [Full Text][Citation analysis] | article | 14 |
| 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 |
| 1997 | On the relative efficiency of nth order and DARA stochastic dominance rules In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 1 |
| 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 |
| 2006 | Simulation techniques for generalized Gaussian densities In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance 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 | Simple Formulas to Option Pricing and Hedging in the Black- Scholes Model In: Finance. [Full Text][Citation analysis] | paper | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team