Laura Ballotta

University of London · City St George's, University of London · City, University of London · Università degli Studi del Piemonte Orientale “Amedeo Avogadro”

5本站收录论文

80这些论文的被引

5本站 h 指数

8合作者

作者编号 A5078736870 · ORCID 0000-0002-2059-6281。统计只算本站收录的论文。

发表的论文5 篇，按出版时间

1
Multivariate additive subordination with applications in financeEuropean Journal of Operational Research20245
2
Smiles & smirks: Volatility and leverage by jumpsEuropean Journal of Operational Research202115
3
Estimation of Multivariate Asset Models with JumpsJournal of Financial and Quantitative Analysis201817
4
Integrated structural approach to Credit Value AdjustmentEuropean Journal of Operational Research201819
5
Multivariate FX models with jumps: Triangles, Quantos and implied correlationEuropean Journal of Operational Research201724

按月发文

逐年被引

合作者

Gianluca Fusai2 篇 Grégory Rayée2 篇 Daniele Marazzina1 篇 Angela Loregian1 篇 Marcos Fabricio Perez1 篇 Giovanni Amici1 篇 Patrizia Semeraro1 篇 Griselda Deelstra1 篇

研究主题和期刊

European Journal of Operational Research4 Journal of Financial and Quantitative Analysis1