Foto del docente

Luca Vincenzo Ballestra

Professore associato

Dipartimento di Scienze Statistiche "Paolo Fortunati"



Ballestra L.V., Improved Localized and Hybrid Meshless Methods – Part 1, «ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS», 2018, 92, pp. 1 - 2 [replica/breve intervento]

Andreoli, A.; Ballestra, L. V.; Pacelli, G., Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach, «COMPUTATIONAL ECONOMICS», 2018, 51, pp. 379 - 406 [articolo]

Luca Vincenzo Ballestra; Graziella Pacelli; Davide Radi, Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market, «QUANTITATIVE FINANCE», 2017, 17, pp. 299 - 313 [articolo]

Onali, Enrico; Ginesti, Gianluca; Ballestra, Luca Vincenzo, Investor reaction to IFRS for financial instruments in Europe: The role of firm-specific factors, «FINANCE RESEARCH LETTERS», 2017, 21, pp. 72 - 77 [articolo]

Ballestra, L. V.; Cardinali, S.; Pacelli, G.; Palanga, P., The Changing Role of Salespeople and the Unchanging Feeling Toward Selling: Implications for the HEI Programs, «JOURNAL OF MARKETING EDUCATION», 2017, 39, pp. 176 - 189 [articolo]

Ballestra, L. V.; Pacelli, G.; Radi, D., Valuing investment projects under interest rate risk: empirical evidence from European firms, «APPLIED ECONOMICS», 2017, 49, pp. 5662 - 5672 [articolo]

Ballestra, L.V.; Cecere, L., A fast numerical method to price American options under the Bates model, «COMPUTERS & MATHEMATICS WITH APPLICATIONS», 2016, 72, pp. 1305 - 1319 [articolo]

Ballestra, Luca Vincenzo; Pacelli, Graziella; Radi, Davide, A note on Fergusson and Platen: "Application of maximum likelihood estimation to stochastic short rate models", «ANNALS OF FINANCIAL ECONOMICS», 2016, 11, Article number: 1650018, pp. 1 - 7 [articolo]

Ballestra, Luca Vincenzo; Cecere, Liliana, A numerical method to estimate the parameters of the CEV model implied by American option prices: Evidence from NYSE, «CHAOS, SOLITONS AND FRACTALS», 2016, 88, pp. 100 - 106 [articolo]

Ballestra, Luca Vincenzo; Pacelli, Graziella; Radi, Davide, A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion, «CHAOS, SOLITONS AND FRACTALS», 2016, 87, pp. 240 - 248 [articolo]

Ballestra, L.V; Pacelli, G.; Radi, D., A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance, «PHYSICA. A», 2016, 463, pp. 330 - 344 [articolo]

Andreoli, Alessandro; Ballestra, Luca Vincenzo; Pacelli, Graziella, From insurance risk to credit portfolio management: a new approach to pricing CDOs, «QUANTITATIVE FINANCE», 2016, 16, pp. 1495 - 1510 [articolo]

Ballestra, Luca Vincenzo, The spatial AK model and the Pontryagin maximum principle, «JOURNAL OF MATHEMATICAL ECONOMICS», 2016, 67, pp. 87 - 94 [articolo]

Ahmadian, D; Ballestra, L.V., A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion, «INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS», 2015, 92, pp. 2310 - 2328 [articolo]

Andreoli, Alessandro; Ballestra, Luca Vincenzo; Pacelli, Graziella, Computing survival probabilities based on stochastic differential models, «JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS», 2015, 277, pp. 127 - 137 [articolo]

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