Citation profile for Immacolata Oliva

Immacolata Oliva : Citation Profile

"Sapienza" Università di Roma

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   8 years (2015 - 2023). See details.
   Cites by year: 3
   Journals where Immacolata Oliva has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 2 (6.45 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pol324
   Updated: 2024-11-08    RAS profile: 2024-01-09
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Relations with other researchers

Works with:

Gnoatto, Alessandro (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Immacolata Oliva.

Is cited by:

Gnoatto, Alessandro (5)

Sensoy, Ahmet (4)

Nguyen, Duc Khuong (3)

Nepal, Rabindra (2)

Jamasb, Tooraj (2)

Bouri, Elie (2)

Roubaud, David (1)

Lau, Chi Keung (1)

Gonçalves, Tiago (1)

Brigo, Damiano (1)

Figà-Talamanca, Gianna (1)

Cites to:

pan, jun (8)

Weil, Philippe (7)

Brigo, Damiano (6)

Pallavicini, Andrea (6)

LIU, JUN (6)

Renò, Roberto (5)

Duffie, Darrell (4)

Viceira, Luis (3)

Corsi, Fulvio (3)

Bekiros, Stelios (3)

Taylor, Mark (2)

Main data

Where Immacolata Oliva has published?

Working Papers Series with more than one paper published	# docs
Papers / arXiv.org	3

Recent works citing Immacolata Oliva (2024 and 2023)

Year	Title of citing document
2023	A fully quantization-based scheme for FBSDEs. (2023). Grasselli, Martino ; Gnoatto, Alessandro ; Callegaro, Giorgia. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:441:y:2023:i:c:s0096300322007251. Full description at Econpapers \|\| Download paper
2023	A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071. Full description at Econpapers \|\| Download paper
2023	Robust consumption and portfolio choice with derivatives trading. (2023). Zhuang, YI ; Yang, Charles ; Wei, Pengyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:832-850. Full description at Econpapers \|\| Download paper
2023	What drives DeFi market returns?. (2023). Jimenez-Garces, Sonia ; Dumas, Jean-Guillaume ; Oiman, Florentina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000549. Full description at Econpapers \|\| Download paper
2023	Extending the Merton model with applications to credit value adjustment. (2023). Sensoy, Ahmet ; Fabozzi, Frank J ; Hekimoglu, Alper A ; Akyildirim, Erdinc. In: Annals of Operations Research. RePEc:spr:annopr:v:326:y:2023:i:1:d:10.1007_s10479-023-05289-3. Full description at Econpapers \|\| Download paper

Works by Immacolata Oliva:

Year	Title	Type	Cited
2015	A Quantization Approach to the Counterparty Credit Exposure Estimation In: Papers. [Full Text][Citation analysis]	paper	1
2020	A quantization approach to the counterparty credit exposure estimation.(2020) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	article
2017	Estimating the Counterparty Risk Exposure by using the Brownian Motion Local Time In: Papers. [Full Text][Citation analysis]	paper	2
2021	A unified approach to xVA with CSA discounting and initial margin In: Papers. [Full Text][Citation analysis]	paper	5
2020	A mean-value Approach to solve fractional differential and integral equations In: Chaos, Solitons & Fractals. [Full Text][Citation analysis]	article	0
2018	Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis]	article	13
2023	Constant or Variable? A Performance Analysis among Portfolio Insurance Strategies In: Risks. [Full Text][Citation analysis]	article	0
2023	Co-jumps and recursive preferences in portfolio choices In: Annals of Finance. [Full Text][Citation analysis]	article	0
2021	Betting on bitcoin: a profitable trading between directional and shielding strategies In: Decisions in Economics and Finance. [Full Text][Citation analysis]	article	2
2017	Credit Risk in an Economy with New Firms Arrivals In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis]	article	2
2019	Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin In: Working Papers. [Full Text][Citation analysis]	paper	4
2021	Options on constant proportion portfolio insurance with guaranteed minimum equity exposure In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis]	article	0