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 «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»

Ahmadian D., Ballestra L. V., Shokrollahi F., A Monte-Carlo approach for pricing arithmetic Asian rainbow options under the mixed fractional Brownian motion, «CHAOS, SOLITONS & FRACTALS», 2022, 158, pp. 112023 - 112031 [Scientific article]

Ballestra, Luca Vincenzo, EDITORIAL: New insights on environmental management accounting, innovative companies, tax measures and foreign direct investments, «RISK GOVERNANCE & CONTROL: FINANCIAL MARKETS & INSTITUTIONS», 2022, 12, pp. 4 - 6 [Comment or similar]

Ballestra, Luca Vincenzo, Extrapolation procedures to enhance the accuracy of numerical methods for derivative pricing, in: ICRA9 9th International Conference on Risk Analysis - Book of Abstracts, 2022, pp. 173 - 174 (atti di: ICRA9 9th International Conference on Risk Analysis, Perugia, 25-27 Maggio 2022) [Abstract]

Del Giudice M.; Scuotto V.; Ballestra L.V.; Pironti M., Humanoid robot adoption and labour productivity: a perspective on ambidextrous product innovation routines, «THE INTERNATIONAL JOURNAL OF HUMAN RESOURCE MANAGEMENT», 2022, 33, pp. 1098 - 1124 [Scientific article]

Beatrice Orlando; Luca Vincenzo Ballestra; Veronica Scuotto; Marco Pironti; Manlio Del Giudice, The Impact of R&D Investments on Eco-Innovation:A Cross-Cultural Perspective of Green Technology Management, «IEEE TRANSACTIONS ON ENGINEERING MANAGEMENT», 2022, 69, pp. 2275 - 2284 [Scientific article]

Davood Ahmadian; Luca Vincenzo Ballestra; Nader Karimi, An extremely efficient numerical method for pricing options in the Black–Scholes model with jumps, «MATHEMATICAL METHODS IN THE APPLIED SCIENCES», 2021, 44, pp. 1843 - 1862 [Scientific article]

Ballestra L.V., Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation, «COMPUTATIONAL MANAGEMENT SCIENCE», 2021, 18, pp. 239 - 263 [Scientific article]

Armando Papa; Roberto Chierici; Luca Vincenzo Ballestra; Dirk Meissner; Mehmet A. Orhan, Harvesting reflective knowledge exchange for inbound open innovation in complex collaborative networks: an empirical verification in Europe, «JOURNAL OF KNOWLEDGE MANAGEMENT», 2021, 25, pp. 669 - 692 [Scientific article]

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