Marzia De Donno

Available identifiers

zbMath Open de-donno.marziaWikidataQ113862111 ScholiaQ113862111MaRDI QIDQ496580

List of research outcomes

Publication	Date of Publication	Type
Preferences on discounting under time risk	2024-09-02	Paper
On the relationship between comparisons of risk aversion of different orders	2022-11-03	Paper
Optimal exercise of American put options near maturity: a new economic perspective	2022-08-19	Paper
Some conditions for the equivalence between risk aversion, prudence and temperance	2020-08-24	Paper
Changes in multiplicative risks and optimal portfolio choice: new interpretations and results	2020-07-08	Paper
Double continuation regions for American and Swing options with negative discount rate in Lévy models	2020-05-14	Paper
Kim and Omberg revisited: the duality approach	2018-08-14	Paper
Reaching nirvana with a defaultable asset?	2018-01-31	Paper
New results on precautionary saving under two risks	2015-10-05	Paper
Envelope theorems in Banach lattices and asset pricing	2015-09-22	Paper
Real options with a double continuation region	2014-01-17	Paper
Intertemporal asset pricing and the marginal utility of wealth	2011-07-27	Paper
On a Class of Generalized Integrands	2007-12-12	Paper
On a Lemma by Ansel and Stricker	2007-10-31	Paper
https://portal.mardi4nfdi.de/entity/Q5294258	2007-07-24	Paper
https://portal.mardi4nfdi.de/entity/Q5486562	2006-09-11	Paper
A theory of stochastic integration for bond markets	2006-07-10	Paper
Super-replication and utility maximization in large financial markets	2005-12-07	Paper
On the use of measure-valued strategies in bond markets	2004-11-24	Paper
A note on completeness in large financial markets	2004-11-16	Paper
Computer program in Visual Basic language for simulation of meshing and contact of gear drives and its application for design of worm gear drive	2001-11-27	Paper
Alternative approach for determination of singularity of envelope to a family of parametric surfaces	2001-06-26	Paper
Computerized determination of singularities and envelopes to families of contact lines on gear tooth surfaces	2001-06-26	Paper
Computerized design and generation of modified spiroid worm-gear drive with low transmission errors and stabilized bearing contact	1999-12-02	Paper

Research outcomes over time

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