Laura Ballotta

Publication Activity (10 Years)

Years Active: 2017-2022
Publications (10 Years): 3

Top Topics

Top Venues

Eur. J. Oper. Res.

Publications

Laura Ballotta, Grégory Rayée
Smiles & smirks: Volatility and leverage by jumps. Eur. J. Oper. Res. 298 (3) (2022)
Laura Ballotta, Gianluca Fusai, Daniele Marazzina
Integrated structural approach to Credit Value Adjustment. Eur. J. Oper. Res. 272 (3) (2019)
Laura Ballotta, Griselda Deelstra, Grégory Rayée
Multivariate FX models with jumps: Triangles, Quantos and implied correlation. Eur. J. Oper. Res. 260 (3) (2017)