海量图书期刊资源,随时随地畅享阅读乐趣
Behavioral premium principlesNardon, Martina; Pianca, Paolo · Decisions in Economics and Finance · 2019
Probability Weighting FunctionsNardon, Martina; Pianca, Paolo · SSRN Electronic Journal · 2015
Extracting Information on Implied Volatilities and Discrete Dividends from American Option PricesNardon, Martina; Pianca, Paolo · SSRN Electronic Journal · 2012
A two-step simulation procedure to analyze the exercise features of American optionsAntonella Basso; Martina Nardon; Paolo Pianca · 2004
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functionsNardon, Martina; Pianca, Paolo · Computational Management Science · 2018
Anova Under CategorisationRayner, J.C.W.; Seyb, A.J. · Journal of Statistical Computation and Simulation · 1988
Sampling nested Archimedean copulasMcNeil, Alexander J. · Journal of Statistical Computation and Simulation · 2008
A new lifetime distributionRistić, Miroslav M.; Nadarajah, Saralees · Journal of Statistical Computation and Simulation · 2014
A weighted symmetric cointegration testCook, Steven; Vougas, Dimitrios · Journal of Statistical Computation and Simulation · 2008
Abstracts to forthcoming papersJournal of Statistical Computation and Simulation · 1979
Improved orthogonal polynomial density estimatesJiang, Min; Provost, Serge B. · Journal of Statistical Computation and Simulation · 2011
Abstracts to forthcoming papersJournal of Statistical Computation and Simulation · 1978
Testing for multivariate heteroscedasticityHolgersson, H. E. T.; Shukur, Ghazi · Journal of Statistical Computation and Simulation · 2004