Oliva, Immacolata
Oliva, Immacolata
DIPARTIMENTO DI SCIENZE ECONOMICHE
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Risultati 1 - 8 di 8 (tempo di esecuzione: 0.017 secondi).
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps
2017-01-01 DI PERSIO, Luca; Cordoni, Francesco Giuseppe; Oliva, Immacolata
A quantization approach to the counterparty credit exposure estimation
2020-01-01 Bonollo, Michele; Di Persio, Luca; Oliva, Immacolata
A Unified Approach to xVA with CSA Discounting and Initial Margin
2021-01-01 Biagini, Francesca; Gnoatto, Alessandro; Oliva, Immacolata
AN INTERVAL OF NO-ARBITRAGE PRICES FOR AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS
2015-01-01 DI PERSIO, Luca; Oliva, Immacolata
Counterparty Credit Risk evaluation for Accumulator derivatives: the Brownian Local Time approach
2016-01-01 DI PERSIO, Luca; Bonollo, Michele; Oliva, Immacolata; Luca, Semmoloni
Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time
2017-01-01 Bonollo, Michele; DI PERSIO, Luca; Mammi, Luca; Oliva, Immacolata
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
2018-01-01 Oliva, I.; Renò, R.
Time‐invariant portfolio strategies in structured products with guaranteed minimum equity exposure
2023-01-01 DI PERSIO, Luca; Mancinelli, D.; Oliva, Immacolata; Wallbaum, K.