Marzia De Donno

Università Cattolica del Sacro Cuore - Milano / Italy

Economics & Econometrics / Accounting & Finance

AD Scientific Index ID: 4483917

Catholic University of the Sacred Heart

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Marzia De Donno's MOST POPULAR ARTICLES

1-) Super-replication and utility maximization in large financial marketsM De Donno, P Guasoni, M PratelliStochastic processes and their applications 115 (12), 2006-2022, 2005

2-) Real options and American derivatives: The double continuation regionA Battauz, M De Donno, A SbuelzManagement Science 61 (5), 1094-1107, 2015

3-) On the use of measure-valued strategies in bond marketsMD Donno, M PratelliFinance and Stochastics 8 (1), 87-109, 2004382004

4-) Stochastic integration with respect to a sequence of semimartingalesM De Donno, M PratelliIn memoriam Paul-André Meyer: Séminaire de Probabilités XXXIX, 119-135, 2006

5-) A theory of stochastic integration for bond marketsM De Donno, M Pratelli

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