Immacolata Oliva

Available identifiers

Publication	Date of Publication	Type
Co-jumps and recursive preferences in portfolio choices	2023-09-22	Paper
https://portal.mardi4nfdi.de/entity/Q5049867	2022-11-14	Paper
A mean-value approach to solve fractional differential and integral equations	2022-04-07	Paper
Betting on bitcoin: a profitable trading between directional and shielding strategies	2022-01-06	Paper
A Unified Approach to xVA with CSA Discounting and Initial Margin	2021-11-05	Paper
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like	2018-11-16	Paper
Credit risk in an economy with new firms arrivals	2018-03-28	Paper
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps	2017-10-20	Paper
Estimating the counterparty risk exposure by using the Brownian motion local time	2017-07-27	Paper
On Some Applications of a Symbolic Representation of Non Centered Lévy Processes	2013-11-26	Paper
A new family of time-space harmonic polynomials with respect to Lévy processes	2013-11-13	Paper
Multivariate time-space harmonic polynomials: a symbolic approach	2013-10-15	Paper
Multivariate Bernoulli and Euler polynomials via Lévy processes	2012-09-13	Paper
On the computation of classical, Boolean and free cumulants	2009-03-10	Paper

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instance of	human

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