BALLESTRA, LUCA VINCENZO

BALLESTRA, LUCA VINCENZO  

DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"  

Docenti di ruolo di IIa fascia  

Mostra records
Risultati 1 - 20 di 82 (tempo di esecuzione: 0.036 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
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 -
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 -
A Highly Accurate Finite Element Method to Price Discrete Double Barrier Options Golbabai, A; Ballestra, L.V.; Ahmadian, D. 2014-01-01 COMPUTATIONAL ECONOMICS - 1.01 Articolo in rivista -
A Monte-Carlo approach for pricing arithmetic Asian rainbow options under the mixed fractional Brownian motion Ahmadian D., Ballestra L. V., Shokrollahi F. 2022-01-01 CHAOS, SOLITONS & FRACTALS - 1.01 Articolo in rivista -
A multidisciplinary approach for assessing open innovation model impact on stock return dynamics: The case of Fujifilm company Luca Vincenzo Ballestra, Stefano Fontana, Veronica Scuotto, Silvia Solimene 2018-01-01 MANAGEMENT DECISION - 1.01 Articolo in rivista -
A note on Fergusson and Platen: "Application of maximum likelihood estimation to stochastic short rate models" Ballestra, Luca Vincenzo; Pacelli, Graziella; Radi, Davide 2016-01-01 ANNALS OF FINANCIAL ECONOMICS - 1.01 Articolo in rivista -
A NUMERICAL METHOD TO COMPUTE THE VOLATILITY OF THE FRACTIONAL BROWNIAN MOTION IMPLIED BY AMERICAN OPTIONS Ballestra, L.V.; Cecere, L. 2013-01-01 INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS - 1.01 Articolo in rivista -
A numerical method to estimate the parameters of the CEV model implied by American option prices: Evidence from NYSE Ballestra, Luca Vincenzo; Cecere, Liliana 2016-01-01 CHAOS, SOLITONS AND FRACTALS - 1.01 Articolo in rivista -
A numerical method to price defaultable bonds based on the Madan and Unal credit risk model Ballestra, Luca Vincenzo; Pacelli, Graziella 2009-01-01 APPLIED MATHEMATICAL FINANCE - 1.01 Articolo in rivista -
A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion Ahmadian, D; Ballestra, L.V. 2015-01-01 INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS - 1.01 Articolo in rivista -
A numerical method to price European derivatives based on the one factor LIBOR Market Model of interest rates Ballestra, Luca Vincenzo; Pacelli, Graziella; Zirilli, Francesco 2008-01-01 NONLINEAR ANALYSIS - 1.01 Articolo in rivista -
A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model Ballestra, Luca Vincenzo; Pacelli, Graziella; Zirilli, Francesco 2007-01-01 JOURNAL OF BANKING & FINANCE - 1.01 Articolo in rivista -
A quantitative assessment of interest rate uncertainty in real option analysis Ballestra, Luca Vincenzo; Pacelli, Graziella; Radi, Davide 2019-01-01 - - 4.01 Contributo in Atti di convegno -
A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications Ballestra, Luca Vincenzo; Pacelli, Graziella 2012-01-01 ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS - 1.01 Articolo in rivista -
A statistical approach to evaluate last minute pricing decisions in the online hotel market Luca Vincenzo Ballestra, Enzo DInnocenzo, Andrea Guizzardi 2022-01-01 - - 4.01 Contributo in Atti di convegno -
A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion Ballestra, Luca Vincenzo; Pacelli, Graziella; Radi, Davide 2016-01-01 CHAOS, SOLITONS AND FRACTALS - 1.01 Articolo in rivista -
A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance Ballestra, L.V; Pacelli, G.; Radi, D. 2016-01-01 PHYSICA. A - 1.01 Articolo in rivista -
A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate Ballestra, Luca Vincenzo; Pacelli, Graziella 2014-01-01 APPLIED NUMERICAL MATHEMATICS - 1.01 Articolo in rivista -
Advances and Applications in Statistics Ballestra Luca Vincenzo 9999-01-01 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 -