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Immacolata Oliva
ORCID
Publication Activity (10 Years)
Years Active: 2017-2021
Publications (10 Years): 2
Top Topics
Heavy Tailed
Stochastic Processes
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Top Venues
SIAM J. Financial Math.
Int. J. Appl. Math. Comput. Sci.
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Publications
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Francesca Biagini
,
Alessandro Gnoatto
,
Immacolata Oliva
A Unified Approach to xVA with CSA Discounting and Initial Margin.
SIAM J. Financial Math.
12 (3) (2021)
Michele Bonollo
,
Luca Di Persio
,
Luca Mammi
,
Immacolata Oliva
Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time.
Int. J. Appl. Math. Comput. Sci.
27 (2) (2017)