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Information about:
Martina Nardon

Personal Details | Affiliation | Works
This is information that was supplied by Martina Nardon in registering through RePEc. If you are Martina Nardon , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Martina
Middle Name:
Last Name: Nardon
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RePEc Short-ID: pna126

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Homepage: http://www.dma.unive.it/~mnardon
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Martina Nardon & Paolo Pianca, 2008. "An efficient binomial approach to the pricing of options on stocks with cash dividends," Working Papers 178, Department of Applied Mathematics, University of Venice. [Downloadable!]

  2. Martina Nardon & Paolo Pianca, 2006. "Simulation techniques for generalized Gaussian densities," Working Papers 145, Department of Applied Mathematics, University of Venice. [Downloadable!]

  3. Luca Barzanti & Corrado Corradi & Martina Nardon, 2006. "On the efficient application of the repeated Richardson extrapolation technique to option pricing," Working Papers 147, Department of Applied Mathematics, University of Venice. [Downloadable!]

  4. Martina Nardon, 2005. "Valuing defaultable bonds: an excursion time approach," Finance 0511015, EconWPA. [Downloadable!]

Articles

  1. Martina Nardon, 2008. "First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 5(2), pages 1-25, October. [Downloadable!]

  2. Antonella Basso & Martina Nardon & Paolo Pianca, 2004. "A two-step simulation procedure to analyze the exercise features of American options," Decisions in Economics and Finance, Springer, vol. 27(1), pages 35-56, 08. [Downloadable!] (restricted)

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (2) 2007-01-14 2008-12-01 Author is listed
  2. NEP-ECM: Econometrics (1) 2006-11-25 Author is listed
  3. NEP-FIN: Finance (1) 2005-12-09 Author is listed
  4. NEP-FMK: Financial Markets (1) 2005-12-09 Author is listed
  5. NEP-RMG: Risk Management (1) 2005-12-09 Author is listed
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This page was last updated on 2009-11-23.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.