Access Statistics for Immacolata Oliva

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	3	4	32
A unified approach to xVA with CSA discounting and initial margin	0	0	0	8	0	1	3	27
Estimating the Counterparty Risk Exposure by using the Brownian Motion Local Time	0	0	0	9	0	0	1	16
Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin	0	1	2	17	2	7	25	105
Total Working Papers	0	1	2	41	2	11	33	180

Journal Article	File Downloads				Abstract Views
Journal Article	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	0	7	0	0	0	14
A quantization approach to the counterparty credit exposure estimation	0	0	0	4	13	16	16	26
Betting on bitcoin: a profitable trading between directional and shielding strategies	0	0	1	7	0	0	3	18
Co-jumps and recursive preferences in portfolio choices	0	0	0	2	0	0	2	7
Constant or Variable? A Performance Analysis among Portfolio Insurance Strategies	0	0	2	4	0	0	3	7
Credit Risk in an Economy with New Firms Arrivals	0	0	0	1	1	1	2	5
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like	1	1	5	18	1	3	12	74
Options on constant proportion portfolio insurance with guaranteed minimum equity exposure	0	0	1	15	0	1	2	33
Total Journal Articles	1	1	9	58	15	21	40	184

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2025-09-05