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 | 1 | 11 | 40 |
| A unified approach to xVA with CSA discounting and initial margin | 0 | 1 | 3 | 11 | 3 | 6 | 15 | 40 |
| Estimating the Counterparty Risk Exposure by using the Brownian Motion Local Time | 0 | 0 | 0 | 9 | 3 | 4 | 12 | 28 |
| Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin | 0 | 0 | 1 | 17 | 3 | 4 | 25 | 120 |
| Total Working Papers | 0 | 1 | 4 | 44 | 9 | 15 | 63 | 228 |
| 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 | 2 | 2 | 7 | 21 |
| A quantization approach to the counterparty credit exposure estimation | 0 | 0 | 0 | 4 | 2 | 2 | 27 | 37 |
| Betting on bitcoin: a profitable trading between directional and shielding strategies | 0 | 0 | 0 | 7 | 3 | 6 | 20 | 38 |
| Co-jumps and recursive preferences in portfolio choices | 0 | 0 | 0 | 2 | 5 | 7 | 8 | 15 |
| Constant or Variable? A Performance Analysis among Portfolio Insurance Strategies | 0 | 0 | 0 | 4 | 3 | 7 | 13 | 20 |
| Credit Risk in an Economy with New Firms Arrivals | 0 | 1 | 1 | 2 | 4 | 5 | 8 | 12 |
| Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like | 0 | 0 | 2 | 18 | 0 | 2 | 11 | 81 |
| Options on constant proportion portfolio insurance with guaranteed minimum equity exposure | 0 | 0 | 0 | 15 | 5 | 21 | 27 | 59 |
| Total Journal Articles | 0 | 1 | 3 | 59 | 24 | 52 | 121 | 283 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail
Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.