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 | 48 | 2005 |
Real options and American derivatives: The double continuation region A Battauz, M De Donno, A Sbuelz Management Science 61 (5), 1094-1107, 2015 | 46 | 2015 |
On the use of measure-valued strategies in bond markets MD Donno, M Pratelli Finance and Stochastics 8 (1), 87-109, 2004 | 38 | 2004 |
A theory of stochastic integration for bond markets M De Donno, M Pratelli | 29 | 2005 |
Stochastic integration with respect to a sequence of semimartingales M De Donno, M Pratelli In memoriam Paul-André Meyer: Séminaire de Probabilités XXXIX, 119-135, 2006 | 27 | 2006 |
A note on completeness in large financial markets M De Donno Mathematical Finance: An International Journal of Mathematics, Statistics …, 2004 | 26 | 2004 |
Real options with a double continuation region A Battauz, M De Donno, A Sbuelz Quantitative Finance 12 (3), 465-475, 2012 | 24 | 2012 |
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 | 22 | 2014 |
Double continuation regions for American and swing options with negative discount rate in Lévy models M De Donno, Z Palmowski, J Tumilewicz Mathematical Finance 30 (1), 196-227, 2020 | 18 | 2020 |
New results on precautionary saving under two risks D Baiardi, M De Donno, M Magnani, M Menegatti Economics Letters 130, 17-20, 2015 | 18 | 2015 |
Reaching nirvana with a defaultable asset? A Battauz, M De Donno, A Sbuelz Decisions in Economics and Finance 40, 31-52, 2017 | 16 | 2017 |
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 | 16 | 2012 |
On the exercise of American quanto options A Battauz, M De Donno, A Sbuelz Preprint, 2017 | 13* | 2017 |
Kim and Omberg revisited: the duality approach A Battauz, M De Donno, A Sbuelz Journal of Probability and Statistics 2015 (1), 581854, 2015 | 12 | 2015 |
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 | 9 | 2004 |
Envelope theorems in Banach lattices and asset pricing A Battauz, M De Donno, F Ortu Mathematics and Financial Economics 9, 303-323, 2015 | 8* | 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 | 6 | 2014 |
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 | 5 | 2019 |
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 | 5 | 2014 |
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 | 5 | 2011 |