Immacolata Oliva

Orcid: 0000-0002-6163-1207

According to our database¹, Immacolata Oliva authored at least 6 papers between 2009 and 2025.

Collaborative distances:

Dijkstra number² of six.
Erdős number³ of five.

Timeline

Legend:

Book In proceedings Article PhD thesis Dataset Other

Links

On csauthors.net:

Bibliography

2025

Optimal portfolio choice in jump-diffusion markets with longevity risk.

[BibT_eX]

[DOI]

Davide Feleppa

Immacolata Oliva

Comput. Manag. Sci., December, 2025

Editorial: Financial modeling with frictions.

[BibT_eX]

[DOI]

Frontiers Appl. Math. Stat., 2025

2021

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

[BibT_eX]

[DOI]

Francesca Biagini

Alessandro Gnoatto

Immacolata Oliva

SIAM J. Financial Math., 2021

2017

Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time.

[BibT_eX]

[DOI]

Int. J. Appl. Math. Comput. Sci., 2017

2012

Multivariate Bernoulli and Euler polynomials via Lévy processes.

[BibT_eX]

[DOI]

Elvira Di Nardo

Immacolata Oliva

Appl. Math. Lett., 2012

2009

On the computation of classical, boolean and free cumulants.

[BibT_eX]

[DOI]

Elvira Di Nardo

Immacolata Oliva

Appl. Math. Comput., 2009

Immacolata Oliva

Timeline

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Links

On csauthors.net:

Bibliography

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