DE DONNO, Marzia
DE DONNO, Marzia
Dipartimento di Scienze Economiche e Aziendali
A Different Way to Look at Random Variables
2016-01-01 Castagnoli, Erio; DE DONNO, Marzia; Favero, Gino; Modesti, Paola Assunta Emilia
A note on completeness in large financial markets
2004-01-01 DE DONNO, Marzia
A note on passport options
2009-01-01 A., Battauz; DE DONNO, Marzia
A theory of stochastic integration for bond markets
2005-01-01 DE DONNO, Marzia; M., Pratelli
Changes in multiplicative risks and optimal portfolio choice: new interpretations and results
2020-01-01 De Donno, M.; Magnani, M.; Menegatti, M.
Double continuation regions for American and Swing options with negative discount rate in Levy models
2019-01-01 DE DONNO, Marzia; Palmowski, Zbigniew; Tumilewicz, Joanna
Envelope theorems in Banach lattices and asset pricing
2015-01-01 Battauz, Anna; DE DONNO, Marzia; Ortu, Fulvio
Granular and Star-Shaped Price Systems
2015-01-01 Castagnoli, Erio; DE DONNO, Marzia; Favero, Gino; Modesti, Paola Assunta Emilia
Intertemporal asset pricing and the marginal utility of wealth
2011-01-01 A., Battauz; DE DONNO, Marzia; F., Ortu
Kim and Omberg Revisited: The Duality Approach
2015-01-01 Battauz, Anna; DE DONNO, Marzia; Sbuelz, Alessandro
New results on precautionary saving under two risks
2015-01-01 Baiardi, Donatella; DE DONNO, Marzia; Magnani, Marco; Menegatti, Mario
On a class of generalized integrands
2007-01-01 DE DONNO, Marzia
On a lemma by Ansel and Stricker
2007-01-01 DE DONNO, Marzia; M., Pratelli
On the relationship between comparisons of risk aversion of different orders
2022-01-01 De Donno, M; Menegatti, M
On the use of measure-valued strategies in bond markets
2004-01-01 DE DONNO, Marzia; M., Pratelli
Reaching Nirvana with a defaultable asset?
2017-01-01 Battauz, Anna; DE DONNO, Marzia; Sbuelz, Alessandro
Real Options and American Derivatives: The Double Continuation Region
2015-01-01 A., Battauz; DE DONNO, Marzia; A., Sbuelz
Real options with a double continuation region
2012-01-01 A., Battauz; DE DONNO, Marzia; A., Sbuelz
Risk estimation for short-term financial data through pooling of stable fits
2019-01-01 De Donno, M.; Donati, R.; Favero, G.; Modesti, P.
Risk tolerance levels for insurance companies
2009-01-01 A., Battauz; DE DONNO, Marzia; A., Sbuelz; M., Tolotti
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A Different Way to Look at Random Variables | 1-gen-2016 | Castagnoli, Erio; DE DONNO, Marzia; Favero, Gino; Modesti, Paola Assunta Emilia | |
| A note on completeness in large financial markets | 1-gen-2004 | DE DONNO, Marzia | |
| A note on passport options | 1-gen-2009 | A., Battauz; DE DONNO, Marzia | |
| A theory of stochastic integration for bond markets | 1-gen-2005 | DE DONNO, Marzia; M., Pratelli | |
| Changes in multiplicative risks and optimal portfolio choice: new interpretations and results | 1-gen-2020 | De Donno, M.; Magnani, M.; Menegatti, M. | |
| Double continuation regions for American and Swing options with negative discount rate in Levy models | 1-gen-2019 | DE DONNO, Marzia; Palmowski, Zbigniew; Tumilewicz, Joanna | |
| Envelope theorems in Banach lattices and asset pricing | 1-gen-2015 | Battauz, Anna; DE DONNO, Marzia; Ortu, Fulvio | |
| Granular and Star-Shaped Price Systems | 1-gen-2015 | Castagnoli, Erio; DE DONNO, Marzia; Favero, Gino; Modesti, Paola Assunta Emilia | |
| Intertemporal asset pricing and the marginal utility of wealth | 1-gen-2011 | A., Battauz; DE DONNO, Marzia; F., Ortu | |
| Kim and Omberg Revisited: The Duality Approach | 1-gen-2015 | Battauz, Anna; DE DONNO, Marzia; Sbuelz, Alessandro | |
| New results on precautionary saving under two risks | 1-gen-2015 | Baiardi, Donatella; DE DONNO, Marzia; Magnani, Marco; Menegatti, Mario | |
| On a class of generalized integrands | 1-gen-2007 | DE DONNO, Marzia | |
| On a lemma by Ansel and Stricker | 1-gen-2007 | DE DONNO, Marzia; M., Pratelli | |
| On the relationship between comparisons of risk aversion of different orders | 1-gen-2022 | De Donno, M; Menegatti, M | |
| On the use of measure-valued strategies in bond markets | 1-gen-2004 | DE DONNO, Marzia; M., Pratelli | |
| Reaching Nirvana with a defaultable asset? | 1-gen-2017 | Battauz, Anna; DE DONNO, Marzia; Sbuelz, Alessandro | |
| Real Options and American Derivatives: The Double Continuation Region | 1-gen-2015 | A., Battauz; DE DONNO, Marzia; A., Sbuelz | |
| Real options with a double continuation region | 1-gen-2012 | A., Battauz; DE DONNO, Marzia; A., Sbuelz | |
| Risk estimation for short-term financial data through pooling of stable fits | 1-gen-2019 | De Donno, M.; Donati, R.; Favero, G.; Modesti, P. | |
| Risk tolerance levels for insurance companies | 1-gen-2009 | A., Battauz; DE DONNO, Marzia; A., Sbuelz; M., Tolotti |