Immacolata Oliva
Names
| first: |
Immacolata |
| last: |
Oliva |
Identifer
Contact
Affiliations
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"Sapienza" Università di Roma
/ Facoltà di Economia
/ Dipartimento di Metodi e modelli per l'economia, il territorio e la finanza (MEMOTEF)
Research profile
author of:
- A Quantization Approach to the Counterparty Credit Exposure Estimation (RePEc:arx:papers:1503.01754)
by M. Bonollo & L. Di Persio & I. Oliva & A. Semmoloni - Estimating the Counterparty Risk Exposure by using the Brownian Motion Local Time (RePEc:arx:papers:1704.03244)
by Michele Bonollo & Luca Di Persio & Luca Mammi & Immacolata Oliva - A unified approach to xVA with CSA discounting and initial margin (RePEc:arx:papers:1905.11328)
by Francesca Biagini & Alessandro Gnoatto & Immacolata Oliva - A mean-value Approach to solve fractional differential and integral equations (RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920302952)
by De Angelis, Paolo & De Marchis, Roberto & Martire, Antonio Luciano & Oliva, Immacolata - Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like (RePEc:eee:dyncon:v:94:y:2018:i:c:p:242-256)
by Oliva, I. & Renò, R. - A quantization approach to the counterparty credit exposure estimation (RePEc:eee:reveco:v:70:y:2020:i:c:p:335-356)
by Bonollo, Michele & Di Persio, Luca & Oliva, Immacolata - Constant or Variable? A Performance Analysis among Portfolio Insurance Strategies (RePEc:gam:jrisks:v:11:y:2023:i:6:p:105-:d:1162993)
by Daniele Mancinelli & Immacolata Oliva - Co-jumps and recursive preferences in portfolio choices (RePEc:kap:annfin:v:19:y:2023:i:3:d:10.1007_s10436-023-00425-2)
by Immacolata Oliva & Ilaria Stefani - Betting on bitcoin: a profitable trading between directional and shielding strategies (RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00324-z)
by Paolo Angelis & Roberto Marchis & Mario Marino & Antonio Luciano Martire & Immacolata Oliva - Credit Risk in an Economy with New Firms Arrivals (RePEc:spr:metcap:v:19:y:2017:i:3:d:10.1007_s11009-016-9525-4)
by Silvia Centanni & Immacolata Oliva & Paola Tardelli - Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin (RePEc:ver:wpaper:04/2019)
by Francesca Biagini & Alessandro Gnoatto & Immacolata Oliva - Options on constant proportion portfolio insurance with guaranteed minimum equity exposure (RePEc:wly:apsmbi:v:37:y:2021:i:1:p:98-112)
by Luca Di Persio & Immacolata Oliva & Kai Wallbaum