2024 Marzia de donno

Marzia de donno

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August undefined, 2024

WebAccess statistics for papers by Marzia De Donno. Last updated 2024-04-09. Update your information in the RePEc Author Service. Short-id: pde967 Jump to Journal Articles Chapters Working Papers 2024. Double continuation regions for American and Swing options with negative discount rate in L\'evy models WebA note on completeness in large financial markets. Marzia De Donno. Mathematical Finance, 2004, vol. 14, issue 2, 295-315 . Abstract: We study completeness in large financial markets, namely markets containing countably many assets. We investigate the relationship between asymptotic completeness in the global market and completeness in the finite …

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WebWe study relationships between different aspects of risk preferences. We show that, under the assumptions of non-satiation and bounded marginal utility, some additional conditions on the asymptotic behaviour of the indices ... WebApr 1, 2007 · Abstract. We consider the general class of discrete-time, finite-horizon intertemporal asset pricing models in which preferences for consumption at the intermediate dates are allowed to be state-dependent, satiated, non-convex and discontinuous, and the information structure is not required to be generated by a Markov process of state variables. emergency reversal of warfarin

EconPapers: A note on completeness in large financial markets

WebMarzia De Donno studies Bulk Drugs and chemicals of pharmaceutical sciences, Risk Aversion, and Information Structure. WebJun 1, 2000 · Marzia De Donno & Mario Menegatti. Insurance Choices and Sources of Ambiguity. 20 April 2024. Daniela Di Cagno & Daniela Grieco. Behavioral premium principles. ... Centre de Recherche en Economic et Statistique, Laboratoire d'Economic Industrielle and EUREQua, Université Paris 1 and C3E, Paris. Meglena Jeleva. WebA theory of stochastic integration for bond markets. Marzia De Donno and M. Pratelli. Papers from arXiv.org. Abstract: We introduce a theory of stochastic integration with respect to a family of semimartingales depending on a continuous parameter, as a mathematical background to the theory of bond markets. We apply our results to the problem of super … emergency revenue charge erc

Marzia DE DONNO Professor (Associate) PhD

Marzia DE DONNO University of Bologna, Bologna UNIBO

WebJul 11, 2024 · Marzia De Donno. Department of Economics and Management, University of Parma, Parma, Italy. Search for more papers by this author. Zbigniew Palmowski, … WebMarzia De Donno; Zbigniew Palmowski; Joanna Tumilewicz; In this paper we study perpetual American call and put options in an exponential L\'evy model. We consider a negative effective discount ... emergency restraining order texasWebNov 1, 2007 · To cite this Article: De Donno, Marzia (2007) 'On a Class of Generalized Integrands', Stochastic Analysis and Applications, 25:6, 1167 — 1188 To link to this article: DOI: 10.1080/07362990701567272 emergency rfo

"WebMarzia De Donno [email protected] 1 Department of Finance and IGIER, Bocconi University, Milan, Italy 2 Department of Economics, University of Parma, Parma, Italy 3 ... " - Marzia de donno

Marzia de donno

(PDF) Super-replication and utility maximization in large financial ...

WebOct 2, 2007 · Marzia De Donno. Universita Degli Studi Di Parma. Date Written: October 2007. Abstract. If the average risk-adjusted growth rate of the project's present value V overcomes the discount rate but is dominated by the average risk-adjusted growth rate of the cost I of entering the project, a non-standard double continuation region can arise: … Webby Marzia De Donno , Maurizio Pratelli Summary; Citations; Active Bibliography; Co-citation; Clustered Documents; Version History; BibTeX @MISC{Donno_on, author = {Marzia De Donno and Maurizio Pratelli}, title = {On}, year = {}} Share. OpenURL . Abstract. the use of measure-valued strategies in bond markets ...

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WebMarzia De Donno. Dott.ssa Marzia De Donno. Membro del Laboratorio Impresa e criminalità. Vai alla pagina personale. Marzia De Donno è Ricercatrice in Diritto … WebMarzia De Donno: This research has ﬁnancially been supported by the Programme “FIL-Quota Incentivante” of University of Parma and co-sponsored by Fondazione Cariparma. B Anna Battauz [email protected] Marzia De Donno [email protected] ; [email protected] Janusz Gajda [email protected] Alessandro Sbuelz

WebCorso Ercole I D'Este 37. 44121 - Ferrara. Contatti: [email protected]. Ricevimento: E' possibile fissare un ricevimento in presenza o in modalità telematica previa richiesta … WebMarzia DE DONNO of University of Bologna, Bologna (UNIBO) Contact Marzia DE DONNO

WebJan 19, 2024 · Marzia De Donno. Università Cattolica Del Sacro Cuore ( email) Milan, ID Italy. Alessandro Sbuelz (Contact Author) Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics ( email) largo A. Gemelli 1 I-20123 Milan Italy +39 02 7234 2345 (Phone) WebMarzia De Donno Professoressa associata di Diritto amministrativo presso Università degli Studi di Ferrara 2d Report this post Report Report. Back Submit. Ringrazio l'ODP - Osservatorio sul ...

WebDe Donno, Marzia Marzia De Donno (19..‒) Auteur de publications dans les disciplines suivantes : droit comparé, droit des collectivités locales, droit de l ...

WebMarzia De Donno Professoressa associata di Diritto amministrativo presso Università degli Studi di Ferrara 3mo Report this post Report Report. Back ... do you need two lungs to liveWebMarzia De Donno’s Post Marzia De Donno Professoressa associata di Diritto amministrativo presso Università degli Studi di Ferrara 4h ... do you need two grape vines to produce grapesWebMar 7, 2024 · Marzia De Donno, Anna Battauz and Fulvio Ortu. Universita Degli Studi Di Parma, Bocconi University - Department of Finance and Bocconi University - Department of Finance Downloads 42 (534,663) Citation 1. View PDF; Download; Abstract: 8. Non‐Myopic Portfolio Choice with Unpredictable Returns: The Jump‐To‐Default Case. emergency rfcWebDE DONNO Marzia. Curriculum Vitae. Teaching. Research. Education. 1997 Laurea in Mathematics, Università di Pisa. 2002 PhD in Mathematics (indirizzo Scienze Finanziarie … emergency reviewWebPaolo Guasoni Maurizio Pratelli Marzia De Donno. 2005, Stochastic Processes and their Applications. We study the problems of super-replication and utility maximization from terminal wealth in a semimartingale model with countably many assets. After introducing a suitable definition of admissible strategy, we characterize superreplicable ... do you need two shots for shinglesWebMarzia DE DONNO, Professor (Associate) Cited by 302 of Università Cattolica del Sacro Cuore, Milan Read 35 publications Contact Marzia DE DONNO emergency rfpWebVisualizza il profilo di Marzia De Donno su LinkedIn, la più grande comunità professionale al mondo. Marzia ha indicato 4 esperienze lavorative sul suo profilo. Guarda il profilo … do you need two kidneys to live