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