P. Pianca

Available identifiers

Publication	Date of Publication	Type
Behavioral premium principles	2019-10-23	Paper
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions	2019-02-18	Paper
A Behavioural Approach to the Pricing of European Options	2018-12-13	Paper
A note on the shape of the probability weighting function	2018-10-12	Paper
Covered call writing and framing: a cumulative prospect theory approach	2018-03-26	Paper
Extracting implied dividends from options prices: Some applications to the Italian derivatives market	2012-05-30	Paper
Simulation techniques for generalized Gaussian densities	2009-12-22	Paper
Simulating a generalized Gaussian noise with shape parameter 1/2	2008-03-20	Paper
A two-step simulation procedure to analyze the exercise features of American options	2005-02-11	Paper
On the relative efficiency of nth order and DARA stochastic dominance rules	2002-09-04	Paper
Option pricing bounds with standard risk aversion preferences	2002-01-29	Paper
Decreasing Absolute Risk Aversion and Option Pricing Bounds	1997-11-25	Paper
https://portal.mardi4nfdi.de/entity/Q4194747	1978-01-01	Paper

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