Ballestra L.V.; Guizzardi A.; Palladini F., Forecasting and trading on the VIX futures market: A neural network approach based on open to close returns and coincident indicators, «INTERNATIONAL JOURNAL OF FORECASTING», 2019, 35, pp. 1250 - 1262 [articolo]Open Access
Ballestra L.V., Improved Localized and Hybrid Meshless Methods – Part 2, «ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS», 2019, 100, pp. 1 - 2 [replica/breve intervento]
Ballestra Luca Vincenzo, Matematica Finanziaria, UK, McGraw-Hill, 2019, pp. 176 . [curatela]
Ballestra, Luca Vincenzo;
Brianzoni, Serena;
Colucci, Renato;
Guerrini, Luca;
Pacelli, Graziella;
Radi, Davide;, Quantitative Methods in Economics and Finance, in: The First Outstanding 50 Years of “Università Politecnica delle Marche”: Research Achievements in Social Sciences and Humanities, Cham, Springer Nature Switzerland, 2019, pp. 117 - 131 [capitolo di libro]
Ahmadian, D.; Farkhondeh Rouz, O.; Ballestra, L.V., Stability analysis of split-step θ-Milstein method for a class of n-dimensional stochastic differential equations, «APPLIED MATHEMATICS AND COMPUTATION», 2019, 348, pp. 413 - 424 [articolo]
Ballestra, L. V.; Pacelli, G.; Radi, D., Valuing strategic investments under stochastic interest rates: a real option approach, «CORPORATE OWNERSHIP & CONTROL», 2019, 16, pp. 89 - 97 [articolo]
Luca Vincenzo Ballestra, Stefano Fontana, Veronica Scuotto, Silvia Solimene, A multidisciplinary approach for assessing open innovation model impact on stock return dynamics: The case of Fujifilm company, «MANAGEMENT DECISION», 2018, 56, pp. 1430 - 1444 [articolo]
Ballestra, Luca Vincenzo, Fast and accurate calculation of American option prices, «DECISIONS IN ECONOMICS AND FINANCE», 2018, 41, pp. 399 - 426 [articolo]
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]
