Ballotta, Laura
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4

Smiles & smirks: Volatility and leverage by jumps:

Ballotta, Laura ; Rayée, Grégory
European Journal of Operational Research.  298 (2022)  3 - p. 1145-1161 , 2022
 
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11

Integrated structural approach to Credit Value Adjustment:

Ballotta, Laura ; Fusai, Gianluca ; Marazzina, Daniele
European Journal of Operational Research.  272 (2019)  3 - p. 1143-1157 , 2019
 
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12

Estimation of Multivariate Asset Models with Jumps:

Ballotta, Laura ; Fusai, Gianluca ; Loregian, Angela.
The Journal of Financial and Quantitative Analysis.  54 (2019)  5 - p. 2053-2083 , 2019
 
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14

Estimation of Multivariate Asset Models with Jumps:

Ballotta, Laura ; Fusai, Gianluca ; Loregian, Angela.
Journal of Financial and Quantitative Analysis.  54 (2018)  5 - p. 2053-2083 , 2018
 
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15

Multivariate FX models with jumps: Triangles, Quantos and i..:

Ballotta, Laura ; Deelstra, Griselda ; Rayée, Grégory
European Journal of Operational Research.  260 (2017)  3 - p. 1181-1199 , 2017
 
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