Martina Nardon

Ca Foscari University of Venice - Dipartimento di Economia

Cannaregio 873

Venice, 30121

Italy

SCHOLARLY PAPERS

10

DOWNLOADS

1,315

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (10)

1.

Extracting Information on Implied Volatilities and Discrete Dividends from American Option Prices

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 25
Number of pages: 26 Posted: 06 Nov 2012
Martina Nardon and Paolo Pianca
Ca Foscari University of Venice - Dipartimento di Economia and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 227 (190,681)

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options on stocks, discrete dividends, lattice methods, implied volatilities, implied dividends

2.

First Passage and Excursion Time Models for Valuing Defaultable Bonds

Number of pages: 28 Posted: 07 Nov 2005
Martina Nardon
Ca Foscari University of Venice - Dipartimento di Economia
Downloads 224 (193,145)
Citation 1

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Credit risk, structural models, default boundary, first-passage time, excursion time

3.

Prospect Theory: An Application to European Option Pricing

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 34/WP/2012
Number of pages: 19 Posted: 22 Dec 2012
Martina Nardon and Paolo Pianca
Ca Foscari University of Venice - Dipartimento di Economia and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 220 (196,572)
Citation 1

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Behavioral Finance, Cumulative Prospect Theory, European Option Pricing

4.

Probability Weighting Functions

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 29/WP/2015
Number of pages: 18 Posted: 17 Oct 2015
Martina Nardon and Paolo Pianca
Ca Foscari University of Venice - Dipartimento di Economia and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 135 (297,614)
Citation 2

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Cumulative prospect theory, probability weighting function

5.

Valuing Defaultable Bonds: An Excursion Time Approach

Number of pages: 16 Posted: 01 Dec 2005
Martina Nardon
Ca Foscari University of Venice - Dipartimento di Economia
Downloads 113 (338,759)

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Credit risk, structural models, excursion approach, default threshold

6.

Insurance Premium Calculation under Continuous Cumulative Prospect Theory

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 03/WP/2019
Number of pages: 23 Posted: 04 Feb 2019
Martina Nardon and Paolo Pianca
Ca Foscari University of Venice - Dipartimento di Economia and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 106 (353,882)

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Continuous Cumulative Prospect Theory, Insurance Premium Principles, Zero Utility Principle, Framing, Probability Weighting Function

7.

Covered Call Writing in a Cumulative Prospect Theory Framework

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 35/WP/2016
Number of pages: 23 Posted: 01 Dec 2016
Martina Nardon and Paolo Pianca
Ca Foscari University of Venice - Dipartimento di Economia and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 90 (392,905)

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Behavioral Finance, Cumulative Prospect Theory, Hedonic Framing, Options Trading Strategies

8.

First Passage and Excursion Time Models for Valuing Defaultable Bonds: A Review with Some Insights

Frontiers in Finance and Economics, Vol. 5, No. 2, pp. 1-25, 2008
Number of pages: 25 Posted: 26 Jan 2010
Martina Nardon
Ca Foscari University of Venice - Dipartimento di Economia
Downloads 81 (418,476)

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Credit Risk, Structural Models, Default Boundary, First-Passage Time, Excursion Time

9.

Cumulative Prospect Theory Portfolio Selection

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 26/WP/2020
Number of pages: 14 Posted: 12 Jan 2021
Diana Barro, Marco Corazza and Martina Nardon
Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Dipartimento di Economia and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 69 (457,132)

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Cumulative Prospect Theory, Portfolio Selection, Particle Swarm Optimization

10.

European Option Pricing with Constant Relative Sensitivity Probability Weighting Function

University Ca' Foscari of Venice, Dept. of Economics Working Paper Series No. 25/WP/2014
Number of pages: 32 Posted: 18 Dec 2014
Martina Nardon and Paolo Pianca
Ca Foscari University of Venice - Dipartimento di Economia and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 50 (532,379)

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Behavioral finance, cumulative prospect theory, curvature, elevation, European option pricing