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]
Ballestra, Luca Vincenzo; Pacelli, Graziella, Computing the survival probability density function in jump-diffusion models: A new approach based on radial basis functions, «ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS», 2011, 35, pp. 1075 - 1084 [articolo]
Ballestra, Luca Vincenzo; Pacelli, Graziella, The constant elasticity of variance model: Calibration, test and evidence from the Italian equity market, «APPLIED FINANCIAL ECONOMICS», 2011, 21, pp. 1479 - 1487 [articolo]
Pacelli, Graziella; Ballestra, Luca Vincenzo, On a variational formulation used in credit risk modeling, «FINANCE RESEARCH LETTERS», 2010, 7, pp. 110 - 118 [articolo]
Ballestra, Luca Vincenzo; Sgarra, Carlo, The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach, «COMPUTERS & MATHEMATICS WITH APPLICATIONS», 2010, 60, pp. 1571 - 1590 [articolo]
Ballestra, Luca Vincenzo; Pacelli, Graziella, A numerical method to price defaultable bonds based on the Madan and Unal credit risk model, «APPLIED MATHEMATICAL FINANCE», 2009, 16, pp. 17 - 36 [articolo]
Ballestra, Luca Vincenzo; Pacelli, Graziella; Zirilli, Francesco, A numerical method to price European derivatives based on the one factor LIBOR Market Model of interest rates, «NONLINEAR ANALYSIS», 2008, 2, pp. 568 - 589 [articolo]
Ballestra, Luca Vincenzo; Pacelli, Graziella; Zirilli, Francesco, A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model, «JOURNAL OF BANKING & FINANCE», 2007, 31, pp. 3420 - 3437 [articolo]
