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

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]

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», 2021, ahead-of-print, pp. 1 - 24 [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]

Karimi N.; Kazem S.; Ahmadian D.; Adibi H.; Ballestra L.V., On a generalized Gaussian radial basis function: Analysis and applications, «ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS», 2020, 112, pp. 46 - 57 [Scientific article]

Ahmadian D.; Ballestra L.V., Pricing geometric Asian rainbow options under the mixed fractional Brownian motion, «PHYSICA. A», 2020, 555, Article number: 124458 , pp. 124458 - 124473 [Scientific article]

Ballestra, Luca Vincenzo; Pacelli, Graziella; Radi, Davide, A quantitative assessment of interest rate uncertainty in real option analysis, in: CORPORATE GOVERNANCE: SEARCH FOR THE ADVANCED PRACTICES/CONFERENCE PROCEEDINGS, 2019, pp. 22 - 24 (atti di: Corporate Governance: Search for the Advanced Practices, Roma, 28/02/2018) [Contribution to conference proceedings]

Ballestra L.V.; Guizzardi A.; Palladini F., Forecasting and trading on the VIX futures market: A neural network approach based on open to close returns and coincident indicators, «INTERNATIONAL JOURNAL OF FORECASTING», 2019, 35, pp. 1250 - 1262 [Scientific article]Open Access

Ballestra L.V., Improved Localized and Hybrid Meshless Methods – Part 2, «ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS», 2019, 100, pp. 1 - 2 [Comment or similar]

Ballestra Luca Vincenzo, Matematica Finanziaria, UK, McGraw-Hill, 2019, pp. 176 . [Editorship]

Ballestra, Luca Vincenzo; Brianzoni, Serena; Colucci, Renato; Guerrini, Luca; Pacelli, Graziella; Radi, Davide;, Quantitative Methods in Economics and Finance, in: The First Outstanding 50 Years of “Università Politecnica delle Marche”: Research Achievements in Social Sciences and Humanities, Cham, Springer Nature Switzerland, 2019, pp. 117 - 131 [Chapter or essay]

Ahmadian, D.; Farkhondeh Rouz, O.; Ballestra, L.V., Stability analysis of split-step θ-Milstein method for a class of n-dimensional stochastic differential equations, «APPLIED MATHEMATICS AND COMPUTATION», 2019, 348, pp. 413 - 424 [Scientific article]

Ballestra, L. V.; Pacelli, G.; Radi, D., Valuing strategic investments under stochastic interest rates: a real option approach, «CORPORATE OWNERSHIP & CONTROL», 2019, 16, pp. 89 - 97 [Scientific article]