Pacelli, Graziella; Ballestra, Luca Vincenzo, On a variational formulation used in credit risk modeling, «FINANCE RESEARCH LETTERS», 2010, 7, pp. 110 - 118 [Scientific article]
Ballestra, Luca Vincenzo; Sgarra, Carlo, The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach, «COMPUTERS & MATHEMATICS WITH APPLICATIONS», 2010, 60, pp. 1571 - 1590 [Scientific article]
Ballestra, Luca Vincenzo; Pacelli, Graziella, A numerical method to price defaultable bonds based on the Madan and Unal credit risk model, «APPLIED MATHEMATICAL FINANCE», 2009, 16, pp. 17 - 36 [Scientific article]
Ballestra, Luca Vincenzo; Pacelli, Graziella; Zirilli, Francesco, A numerical method to price European derivatives based on the one factor LIBOR Market Model of interest rates, «NONLINEAR ANALYSIS», 2008, 2, pp. 568 - 589 [Scientific article]
Ballestra, Luca Vincenzo; Pacelli, Graziella; Zirilli, Francesco, A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model, «JOURNAL OF BANKING & FINANCE», 2007, 31, pp. 3420 - 3437 [Scientific article]
Ballestra, L.V.; Ferri, R.; Pacelli, G., The Heston Stochastic Volatility Model for Single Assets and for Asset Portfolios: Parameter Estimation and an Application to the Italian Financial Market, «THE INTERNATIONAL JOURNAL OF BUSINESS AND FINANCE RESEARCH», 2007, 1, pp. 11 - 23 [Scientific article]
Ballestra, Luca V.; Sacco, Riccardo, Numerical problems in semiconductor simulation using the hydrodynamic model: A second-order finite difference scheme, «JOURNAL OF COMPUTATIONAL PHYSICS», 2004, 195, pp. 320 - 340 [Scientific article]
Ballestra L.; Saleri F., Numerical solutions of a viscous-hydrodynamic model for semiconductors: The supersonic case, «COMPEL», 2003, 22, pp. 205 - 230 [Scientific article]
Ballestra L.; Micheletti S.; Sacco R., Semiconductor device simulation using a viscous-hydrodynamic model, «COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING», 2002, 191, pp. 5447 - 5466 [Scientific article]
Ballestra L.; Micheletti S.; Sacco R.; Saleri F., On a viscous-hydrodynamic model for semiconductors: Numerical simulation and stability analysis, «COMPUTING AND VISUALIZATION IN SCIENCE», 2001, 4, pp. 79 - 86 [Scientific article]