Foto del docente

Luca Vincenzo Ballestra

Associate Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: SECS-S/06 Mathematical Methods of Economics, Finance and Actuarial Sciences

Publications

Ruolo editoriale nella rivista «Advances and Applications in Statistics»

Ruolo editoriale nella rivista «Applications and Applied Mathematics: An International Journal»

Ruolo editoriale nella rivista «Computational Methods for Differential Equations»

Ruolo editoriale nella rivista «Engineering Analysis with Boundary Elements»

Ruolo editoriale nella rivista «Engineering Analysis with Boundary Elements»

Ruolo editoriale nella rivista «International Journal of Advanced Mathematical Sciences»

Ruolo editoriale nella rivista «International Mathematical Forum»

Ruolo editoriale nella rivista «Risk Governance and Control: Financial Markets & Institutions»

Ballestra, Luca Vincenzo; D’Innocenzo, Enzo; Guizzardi, Andrea, A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options, «EUROPEAN JOURNAL OF OPERATIONAL RESEARCH», 2024, 314, pp. 1185 - 1194 [Scientific article]Open Access

Luca Vincenzo Ballestra; Enzo DINNOCENZO; Andrea Guizzardi, A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options, «EUROPEAN JOURNAL OF OPERATIONAL RESEARCH», 2024, 314, pp. 1185 - 1194 [Scientific article]

Rahimi, Vaz'he; Ahmadian, Davood; Ballestra, Luca Vincenzo, Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods, «APPLIED MATHEMATICS AND COMPUTATION», 2024, 470, Article number: 128570 , pp. 1 - 11 [Scientific article]

Ballestra, Luca Vincenzo; Guizzardi, Andrea; Mazzucchelli, Lorenzo, Integrating narrow and wide framing disposition effect: A novel approach incorporating perceived risk and realized asset performance, «JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION», 2024, 220, pp. 422 - 432 [Scientific article]

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: 127791 , pp. 127794-1 - 127794-33 [Scientific article]

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, N/A, pp. N/A - N/A [Scientific article]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) [Contribution to conference proceedings]