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Information about:
Paolo Pianca

Personal Details | Affiliation | Works
This is information that was supplied by Paolo Pianca in registering through RePEc. If you are Paolo Pianca , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Paolo
Middle Name:
Last Name: Pianca
Suffix:

RePEc Short-ID: ppi53

Email: [This author has chosen not to make the email address public]
Homepage: http://caronte.dma.unive.it/~pianca/
Postal Address: DORSODURO 3825 e 30123 VENICE (ITALY)
Phone: +390412346915

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  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, University of Venice. [Downloadable!]

  2. Giuseppe De Nadai & Paolo Pianca, 2007. "Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance," Working Papers 157, Department of Applied Mathematics, University of Venice. [Downloadable!]

  3. Martina Nardon & Paolo Pianca, 2006. "Simulation techniques for generalized Gaussian densities," Working Papers 145, Department of Applied Mathematics, University of Venice. [Downloadable!]

  4. paolo pianca, 2005. "Simple Formulas to Option Pricing and Hedging in the Black- Scholes Model," Finance 0511005, EconWPA. [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)

  2. Basso, A. & Pianca, P., 2001. "Option pricing bounds with standard risk aversion preferences," European Journal of Operational Research, Elsevier, vol. 134(2), pages 249-260, October. [Downloadable!] (restricted)

  3. Antonella Basso, Paolo Pianca, 1997. "On the relative efficiency of nth order and DARA stochastic dominance rules," Applied Mathematical Finance, Taylor and Francis Journals, vol. 4(4), pages 207-222, December. [Downloadable!] (restricted)

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBE: Cognitive & Behavioural Economics (1) 2007-11-24 Author is listed
  2. NEP-CFN: Corporate Finance (1) 2008-12-01 Author is listed
  3. NEP-ECM: Econometrics (1) 2006-11-25 Author is listed
  4. NEP-FIN: Finance (1) 2005-11-19 Author is listed
  5. NEP-UPT: Utility Models & Prospect Theory (1) 2007-11-24 Author is listed
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This page was last updated on 2009-11-2.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.