Marzia De Donno

Available identifiers

zbMath Open de-donno.marziaWikidataQ113862111 ScholiaQ113862111MaRDI QIDQ496580

List of research outcomes

Publication	Date of Publication	Type
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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Marzia De Donno