Multivariate FX models with jumps: Triangles, Quantos and implied correlation. - Laura Ballotta; Griselda Deelstra; Grégory Rayée (Eur. J. Oper. Res., 2017)

Integrated structural approach to Credit Value Adjustment. - Laura Ballotta; Gianluca Fusai; Daniele Marazzina (Eur. J. Oper. Res., 2019)

Smiles & smirks: Volatility and leverage by jumps. - Laura Ballotta; Grégory Rayée (Eur. J. Oper. Res., 2022)

Multivariate additive subordination with applications in finance. - Giovanni Amici; Laura Ballotta; Patrizia Semeraro (Eur. J. Oper. Res., 2025)