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Laura Ballotta

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2020 – today

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2022
[j3]
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Laura Ballotta, Grégory Rayée:
Smiles & smirks: Volatility and leverage by jumps. Eur. J. Oper. Res. 298(3): 1145-1161 (2022)

2010 – 2019

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2019
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Laura Ballotta, Gianluca Fusai, Daniele Marazzina:
Integrated structural approach to Credit Value Adjustment. Eur. J. Oper. Res. 272(3): 1143-1157 (2019)
2017
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Laura Ballotta, Griselda Deelstra, Grégory Rayée:
Multivariate FX models with jumps: Triangles, Quantos and implied correlation. Eur. J. Oper. Res. 260(3): 1181-1199 (2017)

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