Laura Ballotta

According to our database¹, Laura Ballotta authored at least 3 papers between 2017 and 2022.

Collaborative distances:

Timeline

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Article

PhD thesis

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2022

Smiles & smirks: Volatility and leverage by jumps.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2022

2019

Integrated structural approach to Credit Value Adjustment.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2019

2017

Multivariate FX models with jumps: Triangles, Quantos and implied correlation.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2017