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Oliva, Immacolata
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1

Constant or Variable? A Performance Analysis among Portfoli..:

Mancinelli, Daniele ; Oliva, Immacolata
Risks.  11 (2023)  6 - p. 105 , 2023
Link: https://doi.org/10.3390/..
 
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2

Co-jumps and recursive preferences in portfolio choices:

Oliva, Immacolata ; Stefani, Ilaria
Annals of Finance.  19 (2023)  3 - p. 291-324 , 2023
Link: https://doi.org/10.1007/..
 
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3

Time‐invariant portfolio strategies in structured products ..:

Di Persio, Luca ; Mancinelli, D. ; Oliva, Immacolata.
Applied Stochastic Models in Business and Industry.  39 (2023)  6 - p. 847-868 , 2023
Link: https://doi.org/10.1002/..
 
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4

Betting on bitcoin: a profitable trading between directiona..:

De Angelis, Paolo ; De Marchis, Roberto ; Marino, Mario..
Decisions in Economics and Finance.  44 (2021)  2 - p. 883-903 , 2021
Link: https://doi.org/10.1007/..
 
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5

A Unified Approach to xVA with CSA Discounting and Initial ..:

Biagini, Francesca ; Gnoatto, Alessandro ; Oliva, Immacolata
SIAM Journal on Financial Mathematics.  12 (2021)  3 - p. 1013-1053 , 2021
Link: https://doi.org/10.1137/..
 
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6

A mean-value Approach to solve fractional differential and ..:

De Angelis, Paolo ; De Marchis, Roberto ; Martire, Antonio Luciano.
Chaos, Solitons & Fractals.  138 (2020)  - p. 109895 , 2020
Link: https://doi.org/10.1016/..
 
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7

A quantization approach to the counterparty credit exposure..:

Bonollo, Michele ; Di Persio, Luca ; Oliva, Immacolata
International Review of Economics & Finance.  70 (2020)  - p. 335-356 , 2020
Link: https://doi.org/10.1016/..
 
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8

Options on constant proportion portfolio insurance with gua..:

Di Persio, Luca ; Oliva, Immacolata ; Wallbaum, Kai
Applied Stochastic Models in Business and Industry.  37 (2020)  1 - p. 98-112 , 2020
Link: https://doi.org/10.1002/..
 
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9

Credit Risk in an Economy with New Firms Arrivals:

Centanni, Silvia ; Oliva, Immacolata ; Tardelli, Paola
Methodology and Computing in Applied Probability.  19 (2016)  3 - p. 891-912 , 2016
Link: https://doi.org/10.1007/..
 
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10

Co-jumps and recursive preferences in portfolio choices:

Oliva, Immacolata ; Stefani, Ilaria
info:eu-repo/semantics/altIdentifier/wos/WOS:000939247500001.  , 2023
Link: https://hdl.handle.net/1..
 
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11

Constant or Variable? A Performance Analysis among Portfoli..:

Mancinelli, Daniele ; Oliva, Immacolata
info:eu-repo/semantics/altIdentifier/wos/WOS:001015560700001.  , 2023
Link: https://hdl.handle.net/1..
 
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12

Time‐invariant portfolio strategies in structured products ..:

Di Persio, Luca ; Mancinelli, D ; Oliva, Immacolata.
info:eu-repo/semantics/altIdentifier/wos/WOS:001039096200001.  , 2023
Link: https://hdl.handle.net/1..
 
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13

Preface:

Sanna, Venere Stefania ; Oliva, Immacolata
https://rosa.uniroma1.it/rosa02/annali_memotef/article/view/1577/1432.  , 2023
Link: https://rosa.uniroma1.it..
 
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14

Betting on bitcoin: a profitable trading between directiona..:

De Angelis Paolo ; De Marchis Roberto ; Marino Mario..
info:eu-repo/semantics/altIdentifier/wos/WOS:000628468500001.  , 2021
Link: https://hdl.handle.net/1..
 
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15

Betting on bitcoin: a profitable trading between directiona..:

De Angelis Paolo ; De Marchis Roberto ; Marino Mario..
info:eu-repo/semantics/altIdentifier/wos/WOS:000628468500001.  , 2021
Link: http://hdl.handle.net/11..
 
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