Rad, Jamal Amani; Parand, Kourosh; Ballestra, Luca Vincenzo, Pricing European and American options by radial basis point interpolation, «APPLIED MATHEMATICS AND COMPUTATION», 2015, 251, pp. 363 - 377 [articolo]
Ballestra, L.V.; Pacelli, G.; Radi, D., The impact of the interest rate volatility on the valuation of investment strategies, «INTERNATIONAL JOURNAL OF MANAGEMENT CASES», 2015, 17, pp. 35 - 44 [articolo]
Golbabai, A; Ballestra, L.V.; Ahmadian, D., A Highly Accurate Finite Element Method to Price Discrete Double Barrier Options, «COMPUTATIONAL ECONOMICS», 2014, 44, pp. 153 - 173 [articolo]
Ballestra, Luca Vincenzo; Pacelli, Graziella, A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate, «APPLIED NUMERICAL MATHEMATICS», 2014, 77, pp. 1 - 15 [articolo]
Ballestra, Luca Vincenzo; Del Giudice, Manlio; Della Peruta, Maria Rosaria, An analysis of a model for the diffusion of engineering innovations under multi-firm competition, «INTERNATIONAL JOURNAL OF TECHNOLOGY MANAGEMENT», 2014, 66, pp. 346 - 357 [articolo]
Ballestra, Luca Vincenzo, Repeated spatial extrapolation: An extraordinarily efficient approach for option pricing, «JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS», 2014, 256, pp. 83 - 91 [articolo]
Ballestra, Luca Vincenzo; Guerrini, Luca; Pacelli, Graziella, Stability switches and bifurcation analysis of a time delay model for the diffusion of a new technology, «INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS IN APPLIED SCIENCES AND ENGINEERING», 2014, 24, Article number: 1450113-1, pp. 1 - 11 [articolo]
Ballestra, Luca Vincenzo; Pacelli, Graziella, Valuing risky debt: A new model combining structural information with the reduced-form approach, «INSURANCE MATHEMATICS & ECONOMICS», 2014, 55, pp. 261 - 271 [articolo]
Ballestra, L.V.; Cecere, L., A NUMERICAL METHOD TO COMPUTE THE VOLATILITY OF THE FRACTIONAL BROWNIAN MOTION IMPLIED BY AMERICAN OPTIONS, «INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS», 2013, 26, pp. 203 - 220 [articolo]
Ballestra, Luca Vincenzo; Pacelli, Graziella, Pricing European and American options with two stochastic factors: A highly efficient radial basis function approach, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2013, 37, pp. 1142 - 1167 [articolo]
Ballestra, Luca Vincenzo; Guerrini, Luca; Pacelli, Graziella, Stability switches and hopf bifurcation in a Kaleckian model of business cycle, «ABSTRACT AND APPLIED ANALYSIS», 2013, 2013, Article number: 689372, pp. 1 - 8 [articolo]
Golbabai, A.; Ballestra, L.V; Ahmadian, D., Superconvergence of the finite element solutions of the Black-Scholes equation, «FINANCE RESEARCH LETTERS», 2013, 10, pp. 17 - 26 [articolo]
Ballestra, Luca Vincenzo; Pacelli, Graziella, A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications, «ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS», 2012, 36, pp. 1546 - 1554 [articolo]
Ballestra, Luca Vincenzo; Ottaviani, Massimiliano; Pacelli, Graziella, An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk, «INSURANCE MATHEMATICS & ECONOMICS», 2012, 51, pp. 442 - 448 [articolo]
Ballestra, Luca Vincenzo; Pacelli, Graziella, A boundary element method to price time-dependent double barrier options, «APPLIED MATHEMATICS AND COMPUTATION», 2011, 218, pp. 4192 - 4210 [articolo]
