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Luca Vincenzo Ballestra

Associate Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: STAT-04/A Mathematical Methods for Economy, Finance and Actuarial Sciences

Publications

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, Article number: 103495 , pp. 1 - 15 [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

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

Papa A.; Mazzucchelli A.; Ballestra L.V.; Usai A., The open innovation journey along heterogeneous modes of knowledge-intensive marketing collaborations: a cross-sectional study of innovative firms in Europe, «INTERNATIONAL MARKETING REVIEW», 2022, 39, pp. 602 - 625 [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]Open Access

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]Open Access

Beatrice Orlando; Luca Vincenzo Ballestra; Domitilla Magni; Francesco Ciampi, Open innovation and patenting activity in health care, «JOURNAL OF INTELLECTUAL CAPITAL», 2021, 22, pp. 384 - 402 [Scientific article]

Ahmadian D.; Ballestra L.V., The finite element method: A high-performing approach for computing the probability of ruin and solving other ruin-related problems, «MATHEMATICAL METHODS IN THE APPLIED SCIENCES», 2021, 44, pp. 12640 - 12653 [Scientific article]

Gianluca Ginesti; Luca Vincenzo Ballestra; Riccardo Macchioni, Exploring the Impact of Firm-level Legality on Tax Avoidance, «EUROPEAN MANAGEMENT REVIEW», 2020, 17, pp. 499 - 514 [Scientific article]

Ballestra L.V.; Pacelli G.; Radi D., Modeling CDS spreads: A comparison of some hybrid approaches, «JOURNAL OF EMPIRICAL FINANCE», 2020, 57, pp. 107 - 124 [Scientific article]

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