Access Statistics for Immacolata Oliva

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quantization Approach to the Counterparty Credit Exposure Estimation 0 0 0 7 0 0 0 27
A unified approach to xVA with CSA discounting and initial margin 0 0 1 8 0 0 1 24
Estimating the Counterparty Risk Exposure by using the Brownian Motion Local Time 0 0 0 9 0 0 0 14
Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin 0 0 3 15 1 2 8 79
Total Working Papers 0 0 4 39 1 2 9 144


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A mean-value Approach to solve fractional differential and integral equations 0 0 2 7 0 0 3 14
A quantization approach to the counterparty credit exposure estimation 0 0 0 4 0 0 0 10
Betting on bitcoin: a profitable trading between directional and shielding strategies 1 1 2 5 1 1 4 14
Co-jumps and recursive preferences in portfolio choices 0 0 2 2 0 0 4 4
Constant or Variable? A Performance Analysis among Portfolio Insurance Strategies 0 1 2 2 0 2 3 4
Credit Risk in an Economy with New Firms Arrivals 0 1 1 1 0 1 1 3
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like 0 0 0 13 0 0 5 62
Options on constant proportion portfolio insurance with guaranteed minimum equity exposure 0 1 1 14 0 1 1 31
Total Journal Articles 1 4 10 48 1 5 21 142


Statistics updated 2024-07-03