Immacolata Oliva

Orcid: 0000-0002-6163-1207

According to our database1, Immacolata Oliva authored at least 2 papers between 2017 and 2021.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2021
A Unified Approach to xVA with CSA Discounting and Initial Margin.
SIAM J. Financial Math., 2021

2017
Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time.
Int. J. Appl. Math. Comput. Sci., 2017


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