Laura Ballotta

872 total citations
48 papers, 597 citations indexed

About

Laura Ballotta is a scholar working on Finance, Demography and Economics and Econometrics. According to data from OpenAlex, Laura Ballotta has authored 48 papers receiving a total of 597 indexed citations (citations by other indexed papers that have themselves been cited), including 36 papers in Finance, 23 papers in Demography and 19 papers in Economics and Econometrics. Recurrent topics in Laura Ballotta's work include Stochastic processes and financial applications (32 papers), Insurance, Mortality, Demography, Risk Management (23 papers) and Financial Risk and Volatility Modeling (15 papers). Laura Ballotta is often cited by papers focused on Stochastic processes and financial applications (32 papers), Insurance, Mortality, Demography, Risk Management (23 papers) and Financial Risk and Volatility Modeling (15 papers). Laura Ballotta collaborates with scholars based in United Kingdom, Italy and Belgium. Laura Ballotta's co-authors include Steven Haberman, Ioannis Kyriakou, Gianluca Fusai, Giorgia Esposito, Griselda Deelstra, Panos K. Pouliasis, Nikos C. Papapostolou, Daniele Marazzina, M. Fabricio Perez and Andreas E. Kyprianou and has published in prestigious journals such as European Journal of Operational Research, Tourism Management and Journal of Financial and Quantitative Analysis.

In The Last Decade

Laura Ballotta

44 papers receiving 535 citations

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author						Papers	Cites
Laura Ballotta	374	347	278	147	125	48	597
Mei Choi Chiu	290 0.8×	453 1.3×	278 1.0×	249 1.7×	54 0.4×	29	629
Cecil J. Nesbitt	345 0.9×	170 0.5×	220 0.8×	224 1.5×	121 1.0×	12	622
Louis M. Friedler	223 0.6×	112 0.3×	156 0.6×	195 1.3×	71 0.6×	22	481
Rosella Giacometti	125 0.3×	285 0.8×	218 0.8×	130 0.9×	78 0.6×	52	463
Pierre Devolder	557 1.5×	181 0.5×	306 1.1×	122 0.8×	339 2.7×	73	655
Elena Vigna	814 2.2×	465 1.3×	335 1.2×	262 1.8×	325 2.6×	38	1.0k
Mogens Steffensen	489 1.3×	512 1.5×	512 1.8×	299 2.0×	73 0.6×	95	888
Martino Grasselli	243 0.6×	501 1.4×	161 0.6×	83 0.6×	31 0.2×	11	560
Anna Rita Bacinello	778 2.1×	587 1.7×	554 2.0×	206 1.4×	126 1.0×	33	891
Thomas S. Salisbury	348 0.9×	218 0.6×	159 0.6×	75 0.5×	161 1.3×	42	566

Countries citing papers authored by Laura Ballotta

Since Specialization

Citations

This map shows the geographic impact of Laura Ballotta's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Laura Ballotta with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Laura Ballotta more than expected).

Fields of papers citing papers by Laura Ballotta

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Laura Ballotta. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Laura Ballotta. The network helps show where Laura Ballotta may publish in the future.

Co-authorship network of co-authors of Laura Ballotta

This figure shows the co-authorship network connecting the top 25 collaborators of Laura Ballotta. A scholar is included among the top collaborators of Laura Ballotta based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Laura Ballotta. Laura Ballotta is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Ballotta, Laura, et al.. (2025). The term structure of implied correlations between S&P and VIX markets. City Research Online (City University London). 5(0). 73–93.

Ballotta, Laura. (2024). The Calibration Conundrum. Wilmott. 2024(134).

Ballotta, Laura, et al.. (2024). Multivariate additive subordination with applications in finance. European Journal of Operational Research. 321(3). 1004–1020. 2 indexed citations

Ballotta, Laura. (2023). Demystifying generic beliefs on jump models. Wilmott. 2023(124). 1 indexed citations

Ballotta, Laura, Gianluca Fusai, Ioannis Kyriakou, Nikos C. Papapostolou, & Panos K. Pouliasis. (2019). Risk management of climate impact for tourism operators: An empirical analysis on ski resorts. Tourism Management. 77. 104011–104011. 23 indexed citations

Ballotta, Laura & Gianluca Fusai. (2018). Tools from Stochastic Analysis for Mathematical Finance: A Gentle Introduction. SSRN Electronic Journal. 3 indexed citations

Ballotta, Laura, Gianluca Fusai, & Daniele Marazzina. (2018). Integrated structural approach to Credit Value Adjustment. European Journal of Operational Research. 272(3). 1143–1157. 10 indexed citations

Ballotta, Laura, et al.. (2017). Multivariate FX Models with Jumps: Triangles, Quantos and Implied Correlation. SSRN Electronic Journal. 1 indexed citations

Ballotta, Laura, Russell Gerrard, & Ioannis Kyriakou. (2015). Hedging of Asian options under exponential Lévy models: computation and performance. European Journal of Finance. 23(4). 297–323. 4 indexed citations

10.

Ballotta, Laura & Ioannis Kyriakou. (2014). Monte Carlo Simulation of the CGMY Process and Option Pricing. Journal of Futures Markets. 34(12). 1095–1121. 35 indexed citations

11.

Ballotta, Laura, et al.. (2014). Multivariate asset models using Lévy processes and applications. European Journal of Finance. 22(13). 1320–1350. 6 indexed citations

12.

Kyriakou, Ioannis, Laura Ballotta, & Russell Gerrard. (2012). Evaluation of Asian Option Greeks by Convolution. SSRN Electronic Journal. 1 indexed citations

13.

Ballotta, Laura & Ioannis Kyriakou. (2011). Monte Carlo Option Pricing Coupled with Fourier Transform for the CGMY Process. SSRN Electronic Journal. 5 indexed citations

14.

Ballotta, Laura & Ioannis Kyriakou. (2011). Price Convolution for Convertible Bonds in a Jump Diffusion Setting with Stochastic Interest Rates. SSRN Electronic Journal. 2 indexed citations

15.

Ballotta, Laura. (2010). Efficient Pricing of Ratchet Equity-Indexed Annuities in a Variance-Gamma Economy. North American Actuarial Journal. 14(3). 355–368. 13 indexed citations

16.

Ballotta, Laura. (2008). A Note on Multivariate Asset Models Using Levy Processes. SSRN Electronic Journal. 7 indexed citations

17.

Ballotta, Laura. (2005). A Levy Process-based Framework for the Fair Valuation of Participating Life Insurance Contracts. SSRN Electronic Journal. 1 indexed citations

18.

Ballotta, Laura, Giorgia Esposito, & Steven Haberman. (2005). The IASB Insurance Project for Life Insurance Contracts: Impact on Reserving Methods and Solvency Requirements. SSRN Electronic Journal.

19.

Ballotta, Laura & Steven Haberman. (2005). Valuation of Guaranteed Annuity Conversion Options. SSRN Electronic Journal. 5 indexed citations

20.

Ballotta, Laura & Andreas E. Kyprianou. (2001). A note on the alpha-quantile option. City Research Online (City University London). 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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