3
H index
1
i10 index
33
Citations
Immacolata Oliva : Citation Profile
"Sapienza" Università di Roma | RESEARCH PRODUCTION: 8 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2015 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Immacolata Oliva. | Is cited by:
| Cites to:
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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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon. (2024). Choulli, T ; Alsheyab, S. In: Papers. RePEc:arx:papers:2408.04758. Full description at Econpapers || Download paper |
| 2025 | When defaults cannot be hedged: an actuarial approach to xVA calculations via local risk-minimization. (2025). Oberpriller, Katharina ; Gnoatto, Alessandro ; Biagini, Francesca. In: Papers. RePEc:arx:papers:2502.12774. Full description at Econpapers || Download paper |
| 2025 | Multi-Layer Deep xVA: Structural Credit Models, Measure Changes and Convergence Analysis. (2025). Andersson, Kristoffer ; Gnoatto, Alessandro. In: Papers. RePEc:arx:papers:2502.14766. Full description at Econpapers || Download paper |
| 2024 | Divergent jump characteristics in brown and green cryptocurrencies: The role of energy-related uncertainty. (2024). Hsu, Yuan-Teng ; Vigne, Samuel A ; Wang, Jying-Nan ; Liu, Hung-Chun. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005553. 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 | 7 |
| 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 | 15 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team