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Marzia De Donno
Marzia De Donno
Associate Professor of financial mathematics, UniversitÓ Cattolica del Sacro Cuore, MIlano
Verified email at unicatt.it
Title
Cited by
Cited by
Year
Super-replication and utility maximization in large financial markets
M De Donno, P Guasoni, M Pratelli
Stochastic processes and their applications 115 (12), 2006-2022, 2005
472005
Real options and American derivatives: The double continuation region
A Battauz, M De Donno, A Sbuelz
Management Science 61 (5), 1094-1107, 2015
412015
On the use of measure-valued strategies in bond markets
MD Donno, M Pratelli
Finance and Stochastics 8 (1), 87-109, 2004
382004
A theory of stochastic integration for bond markets
M De Donno, M Pratelli
292005
Stochastic integration with respect to a sequence of semimartingales
M De Donno, M Pratelli
In memoriam Paul-AndrÚ Meyer: SÚminaire de ProbabilitÚs XXXIX, 119-135, 2006
272006
A note on completeness in large financial markets
M De Donno
Mathematical Finance: An International Journal of Mathematics, Statisticsá…, 2004
262004
Real options with a double continuation region
A Battauz, M De Donno, A Sbuelz
Quantitative Finance 12 (3), 465-475, 2012
232012
Administering 25-hydroxyvitamin D3 in vitamin D-deficient young type 1A diabetic patients reduces reactivity against islet autoantigens
G Federico, D Focosi, B Marchi, E Randazzo, M De Donno, F Vierucci, ...
Clinical nutrition 33 (6), 1153-1156, 2014
222014
Double continuation regions for American and swing options with negative discount rate in LÚvy models
M De Donno, Z Palmowski, J Tumilewicz
Mathematical Finance 30 (1), 196-227, 2020
182020
New results on precautionary saving under two risks
D Baiardi, M De Donno, M Magnani, M Menegatti
Economics Letters 130, 17-20, 2015
172015
Xenotropic murine leukaemia virus-related virus is not found in peripheral blood cells from treatment-naive human immunodeficiency virus-positive patients
F Maggi, D Focosi, L Lanini, S Sbranti, P Mazzetti, L Macera, S Davini, ...
Clinical microbiology and infection 18 (2), 184-188, 2012
152012
Reaching nirvana with a defaultable asset?
A Battauz, M De Donno, A Sbuelz
Decisions in Economics and Finance 40, 31-52, 2017
142017
Kim and Omberg revisited: the duality approach
A Battauz, M De Donno, A Sbuelz
Journal of Probability and Statistics 2015, 2015
122015
On the exercise of American quanto options
A Battauz, M De Donno, A Sbuelz
Preprint, 2017
11*2017
The term structure of interest rates as a random field: A stochastic integration approach
M De Donno
Stochastic Processes and Applications to Mathematical Finance, 27-52, 2004
92004
Envelope theorems in Banach lattices and asset pricing
A Battauz, M De Donno, F Ortu
Mathematics and Financial Economics 9, 303-323, 2015
7*2015
The put-call symmetry for American options in the Heston stochastic volatility model
A Battauz, M De Donno, A Sbuelz
Math. Finance Lett. 2014, Article ID 7, 2014
62014
Risk estimation for short-term financial data through pooling of stable fits
M De Donno, R Donati, G Favero, P Modesti
Financial Markets and Portfolio Management 33 (4), 447-470, 2019
52019
Clinical impact of anti-endothelial cell antibodies in kidney and pancreas transplantation
D Focosi, G Ricchiuti, C Biagini, M De Donno, N Funel, P Marchitti
Enliven: Surg Transplant 1 (1), 001, 2014
52014
Intertemporal asset pricing and the marginal utility of wealth
A Battauz, M De Donno, F Ortu
Journal of Mathematical Economics 47 (2), 227-244, 2011
52011
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