Paolo Pianca

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Optimal exercise of American options

Antonella Basso, Martina Nardon, Paolo Pianca, 2002 .

Option Pricing Bounds with Standard Risk Aversion Preferences

Antonella Basso, Paolo Pianca, A. Basso, 2001, Eur. J. Oper. Res..

European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions

Martina Nardon, Paolo Pianca, M. Nardon, 2018, Comput. Manag. Sci..

An analysis of the effects of continuous dividends on the exercise of American options

Antonella Basso, Martina Nardon, Paolo Pianca, 2002 .

A two-step simulation procedure to analyze the exercise features of American options

Antonella Basso, Martina Nardon, Paolo Pianca, 2004 .

Simulation techniques for generalized Gaussian densities

Martina Nardon, Paolo Pianca, M. Nardon, 2006 .

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

Martina Nardon, Paolo Pianca, M. Nardon, 2012 .

Decreasing absolute risk aversion and option pricing bounds

Antonella Basso, Paolo Pianca, A. Basso, 1997 .

On the relative efficiency of nth order and DARA stochastic dominance rules

Antonella Basso, Paolo Pianca, A. Basso, 1997 .