Sfoglia per Autore
On a viscous-hydrodynamic model for semiconductors: Numerical simulation and stability analysis
2001 Ballestra L.; Micheletti S.; Sacco R.; Saleri F.
Semiconductor device simulation using a viscous-hydrodynamic model
2002 Ballestra L.; Micheletti S.; Sacco R.
Numerical solutions of a viscous-hydrodynamic model for semiconductors: The supersonic case
2003 Ballestra L.; Saleri F.
Numerical problems in semiconductor simulation using the hydrodynamic model: A second-order finite difference scheme
2004 Ballestra, Luca V.; Sacco, Riccardo
The Heston Stochastic Volatility Model for Single Assets and for Asset Portfolios: Parameter Estimation and an Application to the Italian Financial Market
2007 Ballestra, L.V.; Ferri, R.; Pacelli, G.
A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model
2007 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
2008 Ballestra, Luca Vincenzo; Pacelli, Graziella; Zirilli, Francesco
A numerical method to price defaultable bonds based on the Madan and Unal credit risk model
2009 Ballestra, Luca Vincenzo; Pacelli, Graziella
The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach
2010 Ballestra, Luca Vincenzo; Sgarra, Carlo
On a variational formulation used in credit risk modeling
2010 Pacelli, Graziella; Ballestra, Luca Vincenzo
Computing the survival probability density function in jump-diffusion models: A new approach based on radial basis functions
2011 Ballestra, Luca Vincenzo; Pacelli, Graziella
A boundary element method to price time-dependent double barrier options
2011 Ballestra, Luca Vincenzo; Pacelli, Graziella
The constant elasticity of variance model: Calibration, test and evidence from the Italian equity market
2011 Ballestra, Luca Vincenzo; Pacelli, Graziella
An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk
2012 Ballestra, Luca Vincenzo; Ottaviani, Massimiliano; Pacelli, Graziella
A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications
2012 Ballestra, Luca Vincenzo; Pacelli, Graziella
A NUMERICAL METHOD TO COMPUTE THE VOLATILITY OF THE FRACTIONAL BROWNIAN MOTION IMPLIED BY AMERICAN OPTIONS
2013 Ballestra, L.V.; Cecere, L.
Superconvergence of the finite element solutions of the Black-Scholes equation
2013 Golbabai, A.; Ballestra, L.V; Ahmadian, D.
Pricing European and American options with two stochastic factors: A highly efficient radial basis function approach
2013 Ballestra, Luca Vincenzo; Pacelli, Graziella
Stability switches and hopf bifurcation in a Kaleckian model of business cycle
2013 Ballestra, Luca Vincenzo; Guerrini, Luca; Pacelli, Graziella
Valuing risky debt: A new model combining structural information with the reduced-form approach
2014 Ballestra, Luca Vincenzo; Pacelli, Graziella
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile