Elementi di teoria delle opzioni finanziarie

von Pianca, Paolo
Veröffentlicht 1998

European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions

von Nardon, Martina
Veröffentlicht in Computational Management Science (2019)

Covered call writing and framing : a cumulative prospect theory approach

von Nardon, Martina
Veröffentlicht in MAF (7. : 2016 : Paris) Mathematical and statistical methods for actuarial sciences and finance (2017)

Simulating a generalized Gaussian noise with shape parameter 1/2

von Nardon, Martina
Veröffentlicht in Mathematical and statistical methods in insurance and finance (2008)

Behavioral premium principles

von Nardon, Martina
Veröffentlicht in Decisions in economics and finance (2019)

On the relative efficiency of nth order and DARA stochastic dominance rules

von Basso, Antonella
Veröffentlicht in Applied mathematical finance (1997)

A two-step simulation procedure to analyze the exercise features of American options

von Basso, Antonella
Veröffentlicht in Decisions in economics and finance (2004)