Ballestra, Luca Vincenzo; Molent, Andrea; Pacelli, Graziella, Investigating long and short memory in cryptocurrency time series by stochastic fractional Brownian models, «COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION», 2024, 53, pp. 4596 - 4606 [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, Article number: 127794, pp. 127794-1 - 127794-33 [articolo]
Shokrollahi F.; Ahmadian D.; Ballestra L.V., Pricing Asian options under the mixed fractional Brownian motion with jumps, «MATHEMATICS AND COMPUTERS IN SIMULATION», 2024, 226, pp. 172 - 183 [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, 33, pp. 943 - 971 [articolo]Open Access
Ballestra, Luca Vincenzo; D’Innocenzo, Enzo; Guizzardi, Andrea, Score-Driven Modeling with Jumps: An Application to S&P500 Returns and Options, «JOURNAL OF FINANCIAL ECONOMETRICS», 2024, 22, pp. 375 - 406 [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]
Manlio Del Giudice, Veronica Scuotto, Luca Vincenzo Ballestra, Marco Pironti, Humanoid robot adoption and labour productivity: a perspective on ambidextrous product innovation routines, in: Artificial Intelligence and International HRM Challenges, Opportunities and a Research Agenda, London, Routledge, 2023, pp. 33 - 59 [capitolo di libro]
Gibellato, S; Ballestra, LV; Fiano, F; Graziano, D; Gregori, GL, The impact of education on the Energy Trilemma Index: A sustainable innovativeness perspective for resilient energy systems, «APPLIED ENERGY», 2023, 330 - Part B, Article number: 120352, pp. 1 - 10 [articolo]
Ahmadian D., Ballestra L. V., Shokrollahi F., A Monte-Carlo approach for pricing arithmetic Asian rainbow options under the mixed fractional Brownian motion, «CHAOS, SOLITONS & FRACTALS», 2022, 158, Article number: 112023, pp. 1 - 9 [articolo]
Luca Vincenzo Ballestra, Enzo DInnocenzo, Andrea Guizzardi, A statistical approach to evaluate last minute pricing decisions in the online hotel market, in: Compstat 2022 Book of Abstract, 2022, pp. 14 - 14 (atti di: Compstat 2022, Bologna, 23-26 Agosto 2022) [Contributo in Atti di convegno]
Ballestra, Luca Vincenzo, EDITORIAL: New insights on environmental management accounting, innovative companies, tax measures and foreign direct investments, «RISK GOVERNANCE & CONTROL: FINANCIAL MARKETS & INSTITUTIONS», 2022, 12, pp. 4 - 6 [replica/breve intervento]
Ballestra, Luca Vincenzo, Extrapolation procedures to enhance the accuracy of numerical methods for derivative pricing, in: ICRA9 9th International Conference on Risk Analysis - Book of Abstracts, 2022, pp. 173 - 174 (atti di: ICRA9 9th International Conference on Risk Analysis, Perugia, 25-27 Maggio 2022) [atti di convegno-abstract]
Luca Vincenzo Ballestra, Highly efficient numerical methods for derivative pricing, in: ICCSE2 2nd International Conference on Computations for Science and Engineering, 2022, pp. 10 - 10 (atti di: ICCSE2 - 2nd International Conference on Computations for Science and Engineering, Rimini, 31 Agosto 2022) [Contributo in Atti di convegno]
Guizzardi, Andrea; Ballestra, Luca Vincenzo; D'Innocenzo, Enzo, Hotel dynamic pricing, stochastic demand and covid-19, «ANNALS OF TOURISM RESEARCH», 2022, 97, Article number: 103495, pp. 1 - 15 [articolo]
Del Giudice M.; Scuotto V.; Ballestra L.V.; Pironti M., Humanoid robot adoption and labour productivity: a perspective on ambidextrous product innovation routines, «THE INTERNATIONAL JOURNAL OF HUMAN RESOURCE MANAGEMENT», 2022, 33, pp. 1098 - 1124 [articolo]Open Access