Laura Ballotta

Professor of Mathematical Finance

City University of London Bayes Business School

United Kingdom

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Laura Ballotta is a Professor of Mathematical Finance at the City University of London Bayes Business School. Based in the UK, her research areas include multivariate additive subordination in finance, jump models, and the application of Fourier methods in financial products. Her recent publications explore topics such as volatility and leverage, risk management in tourism, and the complexities of life insurance products.

Articles (10)

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2025

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2024

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2024

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2023

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2023

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2022

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2022

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2021

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2020

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2020

Collaborators (2)

Thorsten Schmidt

Professor

University of Freiburg

GERMANY

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Gianluca Fusai

Università degli Studi del Piemonte Orientale

ITALY

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Laura Ballotta

Research Interests

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Articles (10)

Multivariate additive subordination with applications in finance

Counting jumps: does the counting process count?

Is the VIX Just Volatility? The Devil is in the (De)tails

Once upon a time there was a magic formula...

Demystifying generic beliefs on jump models

Smiles & smirks: Volatility and leverage by jumps

Powering up Fourier valuation to any dimension

Fourier based methods for the management of complex life insurance products

Variable annuities in a Lévy-based hybrid model with surrender risk

Risk management of climate impact for tourism operators: An empirical analysis on ski resorts

Collaborators (2)

Thorsten Schmidt

Gianluca Fusai

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