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 | 3 | 10 | 39 |
| A unified approach to xVA with CSA discounting and initial margin | 0 | 0 | 2 | 10 | 0 | 4 | 10 | 34 |
| Estimating the Counterparty Risk Exposure by using the Brownian Motion Local Time | 0 | 0 | 0 | 9 | 1 | 8 | 9 | 25 |
| Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin | 0 | 0 | 1 | 17 | 1 | 10 | 23 | 117 |
| Total Working Papers | 0 | 0 | 3 | 43 | 2 | 25 | 52 | 215 |
| 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 | 0 | 7 | 0 | 5 | 5 | 19 |
| A quantization approach to the counterparty credit exposure estimation | 0 | 0 | 0 | 4 | 0 | 8 | 25 | 35 |
| Betting on bitcoin: a profitable trading between directional and shielding strategies | 0 | 0 | 1 | 7 | 1 | 13 | 16 | 33 |
| Co-jumps and recursive preferences in portfolio choices | 0 | 0 | 0 | 2 | 1 | 2 | 2 | 9 |
| Constant or Variable? A Performance Analysis among Portfolio Insurance Strategies | 0 | 0 | 1 | 4 | 3 | 8 | 11 | 16 |
| Credit Risk in an Economy with New Firms Arrivals | 0 | 0 | 0 | 1 | 0 | 1 | 3 | 7 |
| Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like | 0 | 0 | 2 | 18 | 0 | 3 | 10 | 79 |
| Options on constant proportion portfolio insurance with guaranteed minimum equity exposure | 0 | 0 | 0 | 15 | 7 | 11 | 13 | 45 |
| Total Journal Articles | 0 | 0 | 4 | 58 | 12 | 51 | 85 | 243 |
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Örebro University School of Business.
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