Ballestra, L. V.; Cardinali, S.; Pacelli, G.; Palanga, P., The Changing Role of Salespeople and the Unchanging Feeling Toward Selling: Implications for the HEI Programs, «JOURNAL OF MARKETING EDUCATION», 2017, 39, pp. 176 - 189 [Scientific article]
Ballestra, L. V.; Pacelli, G.; Radi, D., Valuing investment projects under interest rate risk: empirical evidence from European firms, «APPLIED ECONOMICS», 2017, 49, pp. 5662 - 5672 [Scientific article]
Ballestra, L.V.; Cecere, L., A fast numerical method to price American options under the Bates model, «COMPUTERS & MATHEMATICS WITH APPLICATIONS», 2016, 72, pp. 1305 - 1319 [Scientific article]
Ballestra, Luca Vincenzo; Pacelli, Graziella; Radi, Davide, A note on Fergusson and Platen: "Application of maximum likelihood estimation to stochastic short rate models", «ANNALS OF FINANCIAL ECONOMICS», 2016, 11, Article number: 1650018 , pp. 1 - 7 [Scientific article]
Ballestra, Luca Vincenzo; Cecere, Liliana, A numerical method to estimate the parameters of the CEV model implied by American option prices: Evidence from NYSE, «CHAOS, SOLITONS AND FRACTALS», 2016, 88, pp. 100 - 106 [Scientific article]
Ballestra, Luca Vincenzo; Pacelli, Graziella; Radi, Davide, A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion, «CHAOS, SOLITONS AND FRACTALS», 2016, 87, pp. 240 - 248 [Scientific article]
Ballestra, L.V; Pacelli, G.; Radi, D., A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance, «PHYSICA. A», 2016, 463, pp. 330 - 344 [Scientific article]
Andreoli, Alessandro; Ballestra, Luca Vincenzo; Pacelli, Graziella, From insurance risk to credit portfolio management: a new approach to pricing CDOs, «QUANTITATIVE FINANCE», 2016, 16, pp. 1495 - 1510 [Scientific article]
Ballestra, Luca Vincenzo, The spatial AK model and the Pontryagin maximum principle, «JOURNAL OF MATHEMATICAL ECONOMICS», 2016, 67, pp. 87 - 94 [Scientific article]
Ahmadian, D; Ballestra, L.V., A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion, «INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS», 2015, 92, pp. 2310 - 2328 [Scientific article]
Andreoli, Alessandro; Ballestra, Luca Vincenzo; Pacelli, Graziella, Computing survival probabilities based on stochastic differential models, «JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS», 2015, 277, pp. 127 - 137 [Scientific article]
Ballestra, LUCA VINCENZO, Matematica per l'economia : Elementi di teoria ed esercizi, Santarcangelo di Romagna, Maggioli spa, 2015, pp. 253 . [Research monograph]
Ballestra, Luca Vincenzo; Cecere, Liliana, Pricing American options under the constant elasticity of variance model: An extension of the method by Barone-Adesi and Whaley, «FINANCE RESEARCH LETTERS», 2015, 14, pp. 45 - 55 [Scientific article]
Rad, Jamal Amani; Parand, Kourosh; Ballestra, Luca Vincenzo, Pricing European and American options by radial basis point interpolation, «APPLIED MATHEMATICS AND COMPUTATION», 2015, 251, pp. 363 - 377 [Scientific article]
Ballestra, L.V.; Pacelli, G.; Radi, D., The impact of the interest rate volatility on the valuation of investment strategies, «INTERNATIONAL JOURNAL OF MANAGEMENT CASES», 2015, 17, pp. 35 - 44 [Scientific article]