On the computation of classical, boolean and free cumulants. - Elvira Di Nardo; Immacolata Oliva (Appl. Math. Comput., 2009)

Multivariate Bernoulli and Euler polynomials via Lévy processes. - Elvira Di Nardo; Immacolata Oliva (Appl. Math. Lett., 2012)

Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time. - Michele Bonollo; Luca Di Persio; Luca Mammi; Immacolata Oliva (Int. J. Appl. Math. Comput. Sci., 2017)

A Unified Approach to xVA with CSA Discounting and Initial Margin. - Francesca Biagini; Alessandro Gnoatto; Immacolata Oliva (SIAM J. Financial Math., 2021)

Optimal portfolio choice in jump-diffusion markets with longevity risk. - Davide Feleppa; Immacolata Oliva (Comput. Manag. Sci., 2025)