Foto del docente

Luca Vincenzo Ballestra

Professore associato

Dipartimento di Scienze Statistiche "Paolo Fortunati"

Settore scientifico disciplinare: SECS-S/06 METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE

Pubblicazioni

Ruolo editoriale nella rivista «Advances and Applications in Statistics»

Ruolo editoriale nella rivista «Applications and Applied Mathematics: An International Journal»

Ruolo editoriale nella rivista «Computational Methods for Differential Equations»

Ruolo editoriale nella rivista «Engineering Analysis with Boundary Elements»

Ruolo editoriale nella rivista «Engineering Analysis with Boundary Elements»

Ruolo editoriale nella rivista «International Journal of Advanced Mathematical Sciences»

Ruolo editoriale nella rivista «International Mathematical Forum»

Ruolo editoriale nella rivista «Risk Governance and Control: Financial Markets & Institutions»

Ballestra, Luca Vincenzo; D’Innocenzo, Enzo; Guizzardi, Andrea, A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options, «EUROPEAN JOURNAL OF OPERATIONAL RESEARCH», 2024, 314, pp. 1185 - 1194 [articolo]Open Access

Luca Vincenzo Ballestra; Enzo DINNOCENZO; Andrea Guizzardi, A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options, «EUROPEAN JOURNAL OF OPERATIONAL RESEARCH», 2024, 314, pp. 1185 - 1194 [articolo]

Rahimi, Vaz'he; Ahmadian, Davood; Ballestra, Luca Vincenzo, Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods, «APPLIED MATHEMATICS AND COMPUTATION», 2024, 470, Article number: 128570, pp. 1 - 11 [articolo]

Ballestra, Luca Vincenzo; Guizzardi, Andrea; Mazzucchelli, Lorenzo, Integrating narrow and wide framing disposition effect: A novel approach incorporating perceived risk and realized asset performance, «JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION», 2024, 220, pp. 422 - 432 [articolo]

Luca Vincenzo Ballestra, Modeling economic growth with spatial migration: A stability analysis of the long-run equilibrium based on semigroup theory, «JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS», 2024, 531, pp. 127794-1 - 127794-33 [articolo]

Guizzardi, Andrea; Ballestra, Luca Vincenzo; D’Innocenzo, Enzo, Reverse engineering the last-minute on-line pricing practices: an application to hotels, «STATISTICAL METHODS & APPLICATIONS», 2024, N/A, pp. N/A - N/A [articolo]Open Access

Ballestra, Luca Vincenzo; Tezza, Christian, A Multi-factor Model for Commodity Prices, in: Book of Abstracts 10th International Workshop on Applied Probability IWAP 2023, 2023, pp. 16 - 16 (atti di: 10th International Workshop on Applied Probability IWAP 2023, Salonicco, 07/06/2023) [Contributo in Atti di convegno]