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 3 3 5 32
A unified approach to xVA with CSA discounting and initial margin 0 0 0 8 0 2 2 26
Estimating the Counterparty Risk Exposure by using the Brownian Motion Local Time 0 0 0 9 0 0 2 16
Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin 1 1 2 17 1 4 20 99
Total Working Papers 1 1 2 41 4 9 29 173


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 0 0 14
A quantization approach to the counterparty credit exposure estimation 0 0 0 4 3 3 3 13
Betting on bitcoin: a profitable trading between directional and shielding strategies 0 0 2 7 0 0 4 18
Co-jumps and recursive preferences in portfolio choices 0 0 0 2 0 0 3 7
Constant or Variable? A Performance Analysis among Portfolio Insurance Strategies 0 0 2 4 0 1 3 7
Credit Risk in an Economy with New Firms Arrivals 0 0 0 1 0 0 1 4
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like 0 1 4 17 1 2 10 72
Options on constant proportion portfolio insurance with guaranteed minimum equity exposure 0 0 1 15 1 1 2 33
Total Journal Articles 0 1 9 57 5 7 26 168


Statistics updated 2025-07-04