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 V., 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]
Golbabai, A; Ballestra, L.V.; Ahmadian, D., A Highly Accurate Finite Element Method to Price Discrete Double Barrier Options, «COMPUTATIONAL ECONOMICS», 2014, 44, pp. 153 - 173 [Scientific article]
Ballestra, Luca Vincenzo; Pacelli, Graziella, A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate, «APPLIED NUMERICAL MATHEMATICS», 2014, 77, pp. 1 - 15 [Scientific article]
Ballestra, Luca Vincenzo; Del Giudice, Manlio; Della Peruta, Maria Rosaria, An analysis of a model for the diffusion of engineering innovations under multi-firm competition, «INTERNATIONAL JOURNAL OF TECHNOLOGY MANAGEMENT», 2014, 66, pp. 346 - 357 [Scientific article]
Ballestra, Luca Vincenzo, Repeated spatial extrapolation: An extraordinarily efficient approach for option pricing, «JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS», 2014, 256, pp. 83 - 91 [Scientific article]
Ballestra, Luca Vincenzo; Guerrini, Luca; Pacelli, Graziella, Stability switches and bifurcation analysis of a time delay model for the diffusion of a new technology, «INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS IN APPLIED SCIENCES AND ENGINEERING», 2014, 24, Article number: 1450113-1 , pp. 1 - 11 [Scientific article]
Ballestra, Luca Vincenzo; Pacelli, Graziella, Valuing risky debt: A new model combining structural information with the reduced-form approach, «INSURANCE MATHEMATICS & ECONOMICS», 2014, 55, pp. 261 - 271 [Scientific article]
Ballestra, L.V.; Cecere, L., A NUMERICAL METHOD TO COMPUTE THE VOLATILITY OF THE FRACTIONAL BROWNIAN MOTION IMPLIED BY AMERICAN OPTIONS, «INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS», 2013, 26, pp. 203 - 220 [Scientific article]
Ballestra, Luca Vincenzo; Pacelli, Graziella, Pricing European and American options with two stochastic factors: A highly efficient radial basis function approach, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2013, 37, pp. 1142 - 1167 [Scientific article]
Ballestra, Luca Vincenzo; Guerrini, Luca; Pacelli, Graziella, Stability switches and hopf bifurcation in a Kaleckian model of business cycle, «ABSTRACT AND APPLIED ANALYSIS», 2013, 2013, Article number: 689372 , pp. 1 - 8 [Scientific article]
