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Martina Nardon

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Personal Details

First Name:Martina
Middle Name:
Last Name:Nardon
RePEc Short-ID:pna126
Postal Address:
Location: Venezia, Italy
Phone: +39-0412349621
Fax: +39-0412349176
Postal: Cannaregio, S. Giobbe no 873 , 30121 Venezia
Handle: RePEc:edi:dsvenit (more details at EDIRC)
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  1. Martina Nardon & Paolo Pianca, 2014. "European option pricing with constant relative sensitivity probability weighting function," Working Papers 2014:25, Department of Economics, University of Venice "Ca' Foscari".
  2. Martina Nardon & Paolo Pianca, 2012. "Extracting information on implied volatilities and discrete dividends from American options prices," Working Papers 2012_25, Department of Economics, University of Venice "Ca' Foscari".
  3. Martina Nardon & Paolo Pianca, 2012. "Prospect theory: An application to European option pricing," Working Papers 2012:34, Department of Economics, University of Venice "Ca' Foscari".
  4. Martina Nardon & Paolo Pianca, 2010. "Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market," Working Papers 198, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  5. Martina Nardon & Paolo Pianca, 2009. "Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM)," Working Papers 195, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  6. 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, Università Ca' Foscari Venezia.
  7. Martina Nardon & Paolo Pianca, 2006. "Simulation techniques for generalized Gaussian densities," Working Papers 145, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  8. 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, Università Ca' Foscari Venezia.
  9. Martina Nardon, 2005. "Valuing defaultable bonds: an excursion time approach," Finance 0511015, EconWPA.
  1. Martina Nardon, 2008. "First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights," Frontiers in Finance and Economics, SKEMA Business School, vol. 5(2), pages 1-25, October.
  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.
10 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
  2. NEP-CMP: Computational Economics (1) 2010-09-18
  3. NEP-ECM: Econometrics (1) 2006-11-25
  4. NEP-FIN: Finance (1) 2005-12-09
  5. NEP-FMK: Financial Markets (1) 2005-12-09
  6. NEP-RMG: Risk Management (2) 2005-12-09 2015-01-03
  7. NEP-UPT: Utility Models & Prospect Theory (1) 2013-01-07

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