Nardon, Martina; Pianca, Paolo Behavioral premium principles. (English) Zbl 1426.91228 Decis. Econ. Finance 42, No. 1, 229-257 (2019). MSC: 91G05 91B16 PDFBibTeX XMLCite \textit{M. Nardon} and \textit{P. Pianca}, Decis. Econ. Finance 42, No. 1, 229--257 (2019; Zbl 1426.91228) Full Text: DOI
Basso, Antonella; Nardon, Martina; Pianca, Paolo A two-step simulation procedure to analyze the exercise features of American options. (English) Zbl 1091.91031 Decis. Econ. Finance 27, No. 1, 35-56 (2004). MSC: 91B28 60G40 60J60 65C20 PDFBibTeX XMLCite \textit{A. Basso} et al., Decis. Econ. Finance 27, No. 1, 35--56 (2004; Zbl 1091.91031) Full Text: DOI