Immacolata Oliva : Citation Profile


Are you Immacolata Oliva?

"Sapienza" Università di Roma

3

H index

1

i10 index

28

Citations

RESEARCH PRODUCTION:

8

Articles

4

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: 5.    Total self citations: 2 (6.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pol324
   Updated: 2024-07-05    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)

Bouri, Elie (2)

Nepal, Rabindra (2)

Jamasb, Tooraj (2)

Lau, Chi Keung (1)

Gözgör, Giray (1)

Figà-Talamanca, Gianna (1)

Roubaud, David (1)

Shahzad, Syed Jawad Hussain (1)

Cites to:

pan, jun (8)

Weil, Philippe (7)

LIU, JUN (6)

Brigo, Damiano (6)

Pallavicini, Andrea (6)

Renò, Roberto (5)

Duffie, Darrell (4)

Bekiros, Stelios (3)

Viceira, Luis (3)

Corsi, Fulvio (3)

Rossini, Luca (2)

Main data


Where Immacolata Oliva has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org3

Recent works citing Immacolata Oliva (2024 and 2023)


YearTitle of citing document
2023A 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

2023A 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

2023Robust 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.

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2023What 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.

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2023Extending 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:


YearTitleTypeCited
2015A Quantization Approach to the Counterparty Credit Exposure Estimation In: Papers.
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paper1
2020A quantization approach to the counterparty credit exposure estimation.(2020) In: International Review of Economics & Finance.
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This paper has nother version. Agregated cites: 1
article
2017Estimating the Counterparty Risk Exposure by using the Brownian Motion Local Time In: Papers.
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paper2
2021A unified approach to xVA with CSA discounting and initial margin In: Papers.
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paper4
2020A mean-value Approach to solve fractional differential and integral equations In: Chaos, Solitons & Fractals.
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article0
2018Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like In: Journal of Economic Dynamics and Control.
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article13
2023Constant or Variable? A Performance Analysis among Portfolio Insurance Strategies In: Risks.
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article0
2023Co-jumps and recursive preferences in portfolio choices In: Annals of Finance.
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article0
2021Betting on bitcoin: a profitable trading between directional and shielding strategies In: Decisions in Economics and Finance.
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article2
2017Credit Risk in an Economy with New Firms Arrivals In: Methodology and Computing in Applied Probability.
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article2
2019Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin In: Working Papers.
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paper4
2021Options on constant proportion portfolio insurance with guaranteed minimum equity exposure In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team