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Martina Nardon

Personal Details

First Name:Martina
Middle Name:
Last Name:Nardon
Suffix:
RePEc Short-ID:pna126
http://www.dma.unive.it/~mnardon

Affiliation

Dipartimento di Economia
Università Ca' Foscari Venezia

Venezia, Italy
http://www.unive.it/dip.economia

: +39-0412349621
+39-0412349176
Cannaregio, S. Giobbe no 873 , 30121 Venezia
RePEc:edi:dsvenit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Martina Nardon & Paolo Pianca, 2015. "Probability weighting functions," Working Papers 2015:29, Department of Economics, University of Venice "Ca' Foscari".
  2. 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".
  3. 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".
  4. 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".
  5. 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.
  6. 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.
  7. 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.
  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 & Paolo Pianca, 2006. "Simulation techniques for generalized Gaussian densities," Working Papers 145, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  10. Martina Nardon, 2005. "Valuing defaultable bonds: an excursion time approach," Finance 0511015, University Library of Munich, Germany.

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, 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;Associazione per la Matematica, vol. 27(1), pages 35-56, August.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Martina Nardon & Paolo Pianca, 2015. "Probability weighting functions," Working Papers 2015:29, Department of Economics, University of Venice "Ca' Foscari".

    Cited by:

    1. Li, Baibing & Hensher, David A., 2017. "Risky weighting in discrete choice," Transportation Research Part B: Methodological, Elsevier, vol. 102(C), pages 1-21.

  2. Martina Nardon, 2005. "Valuing defaultable bonds: an excursion time approach," Finance 0511015, University Library of Munich, Germany.

    Cited by:

    1. Sukhomlin, Nikolay & Santana Jiménez, Lisette Josefina, 2010. "Problema de calibración de mercado y estructura implícita del modelo de bonos de Black-Cox = Market Calibration Problem and the Implied Structure of the Black-Cox Bond Model," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 10(1), pages 73-98, December.

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, SKEMA Business School, vol. 5(2), pages 1-25, October.

    Cited by:

    1. Roman N. Makarov, 2016. "Modeling liquidation risk with occupation times," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 3(04), pages 1-11, December.
    2. Martina Nardon, 2005. "Valuing defaultable bonds: an excursion time approach," Finance 0511015, University Library of Munich, Germany.

  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;Associazione per la Matematica, vol. 27(1), pages 35-56, August.

    Cited by:

    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, Università Ca' Foscari Venezia.
    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. Yi-Ping Chang & Ming-Chin Hung & Yi-Chen Ko, 2011. "A multinomial tree model for pricing credit default swap options," Computational Statistics, Springer, vol. 26(1), pages 95-120, March.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (2) 2007-01-14 2008-12-01
  2. NEP-RMG: Risk Management (2) 2005-12-09 2015-01-03
  3. NEP-UPT: Utility Models & Prospect Theory (2) 2013-01-07 2015-11-01
  4. NEP-CMP: Computational Economics (1) 2010-09-18
  5. NEP-ECM: Econometrics (1) 2006-11-25
  6. NEP-FIN: Finance (1) 2005-12-09
  7. NEP-FMK: Financial Markets (1) 2005-12-09

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