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

Ballestra, Luca Vincenzo; D’Innocenzo, Enzo; Guizzardi, Andrea, Score-Driven Modeling with Jumps: An Application to S&P500 Returns and Options, «JOURNAL OF FINANCIAL ECONOMETRICS», 2023, in corso di stampa, pp. 1 - 32 [Scientific article]Open Access

Gibellato, S; Ballestra, LV; Fiano, F; Graziano, D; Gregori, GL, The impact of education on the Energy Trilemma Index: A sustainable innovativeness perspective for resilient energy systems, «APPLIED ENERGY», 2023, 330 - Part B, Article number: 120352 , pp. 1 - 10 [Scientific article]

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, Article number: 112023 , pp. 1 - 9 [Scientific article]

Luca Vincenzo Ballestra, Enzo DInnocenzo, Andrea Guizzardi, A statistical approach to evaluate last minute pricing decisions in the online hotel market, in: Compstat 2022 Book of Abstract, 2022, pp. 14 - 14 (atti di: Compstat 2022, Bologna, 23-26 Agosto 2022) [Contribution to conference proceedings]

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]

Luca Vincenzo Ballestra, Highly efficient numerical methods for derivative pricing, in: ICCSE2 2nd International Conference on Computations for Science and Engineering, 2022, pp. 10 - 10 (atti di: ICCSE2 - 2nd International Conference on Computations for Science and Engineering, Rimini, 31 Agosto 2022) [Contribution to conference proceedings]

Guizzardi, Andrea; Ballestra, Luca Vincenzo; D'Innocenzo, Enzo, Hotel dynamic pricing, stochastic demand and covid-19, «ANNALS OF TOURISM RESEARCH», 2022, 97, pp. 103495 - 103510 [Scientific article]

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]Open Access

Ballestra, Luca Vincenzo; Molent, Andrea; Pacelli, Graziella, Investigating long and short memory in cryptocurrency time series by stochastic fractional Brownian models, «COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION», 2022, in corso di stampa, pp. 1 - 11 [Scientific article]

Luca Vincenzo Ballestra; Enzo D'Innocenzo; Andrea Guizzardi, Pricing options using a score-driven model with jumps, in: COMPSTAT 2022 Book of Abstracts, 2022, pp. 75 - 75 (atti di: COMPSTAT 2022 - 24th International Conference on Computational Statistics, Bologna, 23-26 August, 2022) [Contribution to conference proceedings]

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]Open Access

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]