BALLESTRA, LUCA VINCENZO

BALLESTRA, LUCA VINCENZO  

DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"  

Docenti di ruolo di IIa fascia  

Risultati 1 - 20 di 73 (tempo di esecuzione: 0.021 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
Advances and Applications in Statistics Ballestra Luca Vincenzo In press/Ongoing activity ADVANCES AND APPLICATIONS IN STATISTICS - 8.01 Ruolo editoriale in rivista -
An analysis of a model for the diffusion of engineering innovations under multi-firm competition Ballestra, Luca Vincenzo; Del Giudice, Manlio; Della Peruta, Maria Rosaria 2014-01-01 INTERNATIONAL JOURNAL OF TECHNOLOGY MANAGEMENT - 1.01 Articolo in rivista -
Applications and Applied Mathematics: An International Journal Ballestra Luca Vincenzo In press/Ongoing activity APPLICATIONS AND APPLIED MATHEMATICS - 8.01 Ruolo editoriale in rivista -
A boundary element method to price time-dependent double barrier options Ballestra, Luca Vincenzo; Pacelli, Graziella 2011-01-01 APPLIED MATHEMATICS AND COMPUTATION - 1.01 Articolo in rivista -
The Changing Role of Salespeople and the Unchanging Feeling Toward Selling: Implications for the HEI Programs Ballestra, L. V.; Cardinali, S.; Pacelli, G.; Palanga, P. 2017-01-01 JOURNAL OF MARKETING EDUCATION - 1.01 Articolo in rivista -
Computing survival probabilities based on stochastic differential models Andreoli, Alessandro; Ballestra, Luca Vincenzo; Pacelli, Graziella 2015-01-01 JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS - 1.01 Articolo in rivista -
Computing the survival probability density function in jump-diffusion models: A new approach based on radial basis functions Ballestra, Luca Vincenzo; Pacelli, Graziella 2011-01-01 ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS - 1.01 Articolo in rivista -
Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market Luca Vincenzo Ballestra; Graziella Pacelli; Davide Radi 2017-01-01 QUANTITATIVE FINANCE - 1.01 Articolo in rivista -
The constant elasticity of variance model: Calibration, test and evidence from the Italian equity market Ballestra, Luca Vincenzo; Pacelli, Graziella 2011-01-01 APPLIED FINANCIAL ECONOMICS - 1.01 Articolo in rivista -
EDITORIAL: New insights on environmental management accounting, innovative companies, tax measures and foreign direct investments Ballestra, Luca Vincenzo 2022-01-01 RISK GOVERNANCE & CONTROL: FINANCIAL MARKETS & INSTITUTIONS - 1.04 Replica / breve intervento (e simili) -
Engineering Analysis with Boundary Elements Ballestra Luca Vincenzo In press/Ongoing activity ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS - 8.01 Ruolo editoriale in rivista -
Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation Ballestra L.V. 2021-01-01 COMPUTATIONAL MANAGEMENT SCIENCE - 1.01 Articolo in rivista -
The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach Ballestra, Luca Vincenzo; Sgarra, Carlo 2010-01-01 COMPUTERS & MATHEMATICS WITH APPLICATIONS - 1.01 Articolo in rivista -
Exploring the Impact of Firm-level Legality on Tax Avoidance Gianluca Ginesti; Luca Vincenzo Ballestra; Riccardo Macchioni 2020-01-01 EUROPEAN MANAGEMENT REVIEW - 1.01 Articolo in rivista -
Extrapolation procedures to enhance the accuracy of numerical methods for derivative pricing Ballestra, Luca Vincenzo 2022-01-01 - - 4.02 Riassunto (Abstract) -
An extremely efficient numerical method for pricing options in the Black–Scholes model with jumps Davood Ahmadian; Luca Vincenzo Ballestra; Nader Karimi 2021-01-01 MATHEMATICAL METHODS IN THE APPLIED SCIENCES - 1.01 Articolo in rivista -
Fast and accurate calculation of American option prices Ballestra, Luca Vincenzo 2018-01-01 DECISIONS IN ECONOMICS AND FINANCE - 1.01 Articolo in rivista -
A fast numerical method to price American options under the Bates model Ballestra, L.V.; Cecere, L. 2016-01-01 COMPUTERS & MATHEMATICS WITH APPLICATIONS - 1.01 Articolo in rivista -
The finite element method: A high-performing approach for computing the probability of ruin and solving other ruin-related problems Ahmadian D.; Ballestra L.V. 2021-01-01 MATHEMATICAL METHODS IN THE APPLIED SCIENCES - 1.01 Articolo in rivista -
Forecasting and trading on the VIX futures market: A neural network approach based on open to close returns and coincident indicators Ballestra L.V.; Guizzardi A.; Palladini F. 2019-01-01 INTERNATIONAL JOURNAL OF FORECASTING - 1.01 Articolo in rivista BGP_finale.pdf