Martina Nardon

Ca Foscari University of Venice - Dipartimento di Economia

Cannaregio 873

Venice, 30121

Italy

  • Ca Foscari University of Venice - Dipartimento di Economia

SCHOLARLY PAPERS

11

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1,805

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (11)

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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 292 (200,760)

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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 268 (219,158)
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 263 (223,416)
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 182 (315,800)
Citation 2

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Cumulative prospect theory, probability weighting function

5.

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 164 (346,119)

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

6.

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 143 (387,266)

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

7.

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 140 (393,887)
Citation 1

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Cumulative Prospect Theory, Portfolio Selection, Particle Swarm Optimization

8.

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 138 (398,312)

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Credit risk, structural models, excursion approach, default threshold

9.

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 102 (499,528)

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

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 84 (565,591)

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

11.

Machine Learning and Fundraising: Applications of Artificial Neural Networks

Ca' Foscari University of Venice, Department of Economics Research Paper Series No. 33/2023
Number of pages: 20 Posted: 26 Feb 2024
Diana Barro, Luca Barzanti, Marco Corazza and Martina Nardon
Ca Foscari University of Venice - Dipartimento di Economia, University of Bologna - Department of Mathematics, Ca Foscari University of Venice - Dipartimento di Economia and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 29 (894,137)
Citation 1

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Fundraising Management, Donor's Profile, Gift Expectation, Artificial Neural Networks