Marzia De Donno

Orcid: 0000-0003-0188-4437

According to our database¹, Marzia De Donno authored at least 4 papers between 2004 and 2026.

Collaborative distances:

Timeline

Book In proceedings Article PhD thesis Dataset Other

2026

Short-rate models with stochastic discontinuities: A PDE approach.

[DOI]

Math. Comput. Simul., 2026

2025

American options with liquidation penalties.

[DOI]

Comput. Manag. Sci., June, 2025

2015

Real Options and American Derivatives: The Double Continuation Region.

[DOI]

Manag. Sci., 2015

2004

On the use of measure-valued strategies in bond markets.

[DOI]

Finance Stochastics, 2004