OLIVA, IMMACOLATA

OLIVA, IMMACOLATA  

DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA  

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Titolo Data di pubblicazione Autore(i) File
A mean-value Approach to solve fractional differential and integral equations 2020 De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio Luciano; Oliva, Immacolata
A new family of time-space harmonic polynomials with respect to Lévy processes 2013 Di Nardo, Elvira; Oliva, Immacolata
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps 2017 Cordoni, Francesco; Di Persio, Luca; Oliva, Immacolata
A numerical method for multidimensional Volterra integral equations 2022 Oliva, Immacolata; Luciano Martire, Antonio
A quantization approach to the counterparty credit exposure estimation 2020 Bonollo, Michele; Di Persio, Luca; Oliva, Immacolata
A Unified Approach to xVA with CSA Discounting and Initial Margin 2021 Biagini, Francesca; Gnoatto, Alessandro; Oliva, Immacolata
An interval of no-arbitrage prices for American contingent claims in incomplete markets 2015 Luca Di, Persio; Oliva, Immacolata
Betting on bitcoin: a profitable trading between directional and shielding strategies 2021 DE ANGELIS, Paolo; DE MARCHIS, Roberto; Marino, Mario; Martire, ANTONIO LUCIANO; Oliva, Immacolata
Co-jumps and recursive preferences in portfolio choices 2023 Oliva, Immacolata; Stefani, Ilaria
Constant or Variable? A Performance Analysis among Portfolio Insurance Strategies 2023 Mancinelli, Daniele; Oliva, Immacolata
Counterparty Credit Risk Evaluation for Accumulator Derivatives: the Brownian Local Time Approach 2016 Bonollo, Michele; Di Persio, Luca; Mammi, Luca; Oliva, Immacolata
Credit Risk in an Economy with New Firms Arrivals 2017 Centanni, Silvia; Oliva, Immacolata; Tardelli, Paola
Estimating the Counterparty Risk Exposure by using the Brownian motion local time 2017 Bonollo, Michele; Di Persio, Luca; Mammi, Luca; Oliva, Immacolata
Evaluating Ruin Probabilities: A Streamlined Approach 2021 DE ANGELIS, Paolo; DE MARCHIS, Roberto; Marino, Mario; Martire, ANTONIO LUCIANO; Oliva, Immacolata
Multivariate Bernoulli and Euler polynomials via Lévy processes 2012 Di Nardo, Elvira; Oliva, Immacolata
Multivariate time-space harmonic polynomials: a symbolic approach 2012 Di Nardo, Elvira; Oliva, Immacolata
On a symbolic version of multivariate Lévy processes 2011 Di Nardo, E.; Oliva, I.
On some applications of a symbolic representation of non centered Lévy processes 2013 Elvira Di, Nardo; Oliva, I.
On the computation of classical, boolean and free cumulants 2009 Di Nardo, E.; Oliva, I.
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like 2018 Oliva, Immacolata; Reno', Roberto