IRIS

DE DONNO, MARZIA

DE DONNO, MARZIA  

Mostra records
Risultati 1 - 17 di 17 (tempo di esecuzione: 0.022 secondi).
Titolo Data di pubblicazione Autore(i) Rivista Editore
A note on completeness in large financial markets 1-gen-2004 DE DONNO, Marzia MATHEMATICAL FINANCE Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591
A note on passport options 1-gen-2009 Battauz, Anna; DE DONNO, Marzia PRAVARTAK -
A theory of stochastic integration for bond markets 1-gen-2005 DE DONNO, Marzia; M., Pratelli THE ANNALS OF APPLIED PROBABILITY Institute of Mathematical Statistics:PO Box 22718:Beachwood, OH 44122:(216)295-2340, EMAIL: plsims@stat.berkeley.edu, INTERNET: http://www.imstat.org, Fax: (216)991-8860
Intertemporal asset pricing and the marginal utility of wealth 1-gen-2011 Battauz, Anna; De Donno, Marzia; Ortu, Fulvio JOURNAL OF MATHEMATICAL ECONOMICS -
Kim and Omberg revisited: the duality approach 1-gen-2015 Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro JOURNAL OF PROBABILITY AND STATISTICS -
On a class of generalized integrands 1-gen-2007 DE DONNO, Marzia STOCHASTIC ANALYSIS AND APPLICATIONS Marcel Dekker Incorporated:270 Madison Avenue:New York, NY 10016:(800)228-1160, (212)696-9000, EMAIL: bookorders@dekker.com, INTERNET: http://www.dekker.com, Fax: (212)685-4540
On the exercise of American quanto options 1-gen-2022 Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE -
On the use of measure-valued strategies in bond markets. 1-gen-2004 DE DONNO, Marzia; M., Pratelli FINANCE AND STOCHASTICS Springer Verlag Germany:Tiergartenstrasse 17, D 69121 Heidelberg Germany:011 49 6221 3450, EMAIL: g.braun@springer.de, INTERNET: http://www.springer.de, Fax: 011 49 6221 345229
Optimal exercise of American put options near maturity: a new economic perspective 1-gen-2022 Battauz, Anna; De Donno, Marzia; Gajda, Janusz; Sbuelz, Alessandro REVIEW OF DERIVATIVES RESEARCH -
Reaching nirvana with a defaultable asset? 1-gen-2017 Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro DECISIONS IN ECONOMICS AND FINANCE -
Real Options and American Derivatives: The Double Continuation Region 1-gen-2009 Battauz, Anna; DE DONNO, Marzia; Sbuelz, Alessandro - Dipartimento di discipline matematiche, finanza matematica ed econometria, Università Cattolica di Miliano
Real options and American derivatives: the double continuation region 1-gen-2015 Battauz, Anna; DE DONNO, Marzia; Sbuelz, Alessandro MANAGEMENT SCIENCE -
Real options with a double continuation region 1-gen-2012 Battauz, Anna; DE DONNO, Marzia; A., Sbuelz QUANTITATIVE FINANCE -
Risk tolerance levels for insurance companies 1-gen-2009 Battauz, Anna; DE DONNO, Marzia; Sbuelz, Alessandro; Tolotti, Marco GIORNALE DELL'ISTITUTO ITALIANO DEGLI ATTUARI -
Stochastic integration with respect to a sequence of semimartingales 1-gen-2006 DE DONNO, Marzia; M., Pratelli LECTURE NOTES IN MATHEMATICS Springer Verlag Germany:Tiergartenstrasse 17, D 69121 Heidelberg Germany:011 49 6221 3450, EMAIL: g.braun@springer.de, INTERNET: http://www.springer.de, Fax: 011 49 6221 345229
Super-replication and utility maximization in large financial markets 1-gen-2005 DE DONNO, Marzia; P., Guasoni; M., Pratelli STOCHASTIC PROCESSES AND THEIR APPLICATIONS Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598
The term structure of interest rates as a random field: a stochastic integration approach 1-gen-2004 DE DONNO, Marzia - Editors: J. Akahori, S. Ogawa, S. Watanabe. Publisher: World Scientific Pub.Co., River Edge, NJ