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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"SpringerLink / Bücher"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Ballotta, Laura"
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Ballotta, Laura
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European journal of operational research : EJOR
SpringerLink / Bücher
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Integrated structural approach to Credit Value Adjustment
Ballotta, Laura
;
Fusai, Gianluca
;
Marazzina, Daniele
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1143-1157
Persistent link: https://www.econbiz.de/10011942867
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Smiles & smirks : volatility and leverage by jumps
Ballotta, Laura
;
Rayée, Grégory
- In:
European journal of operational research : EJOR
298
(
2022
)
3
,
pp. 1145-1161
Persistent link: https://www.econbiz.de/10013206930
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