4 citations · 4 across the 3 of their papers we have counts for
3 papers
q-fin.PR2015
A Quantization Approach to the Counterparty Credit Exposure Estimation
M. Bonollo, L. Di Persio, I. Oliva +1
During recent years the counterparty risk subject has received a growing attention because of the so called Basel Accord. In particular the Basel III Accord asks the banks to fulfi…
math.CO2011★ 4 cited
Multivariate Bernoulli and Euler polynomials via Lévy processes
E. Di Nardo, I. Oliva
By a symbolic method, we introduce multivariate Bernoulli and Euler polynomials as powers of polynomials whose coefficients involve multivariate Lévy processes. Many properties of…
stat.CO2008
On the computation of classical, boolean and free cumulants
E. Di Nardo, I. Oliva
This paper introduces a simple and computationally efficient algorithm for conversion formulae between moments and cumulants. The algorithm provides just one formula for classical,…