CRIS Current Research Information System

BALLESTRA, LUCA VINCENZO
 Distribuzione geografica
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Continente #
NA - Nord America 3.653
EU - Europa 2.755
AS - Asia 1.350
AF - Africa 158
OC - Oceania 17
SA - Sud America 17
Continente sconosciuto - Info sul continente non disponibili 2
Totale 7.952
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Nazione #
US - Stati Uniti d'America 3.634
IT - Italia 1.099
GB - Regno Unito 590
SG - Singapore 465
CN - Cina 452
DE - Germania 303
IN - India 193
SE - Svezia 142
IE - Irlanda 108
RU - Federazione Russa 94
CI - Costa d'Avorio 86
NL - Olanda 78
VN - Vietnam 78
FR - Francia 74
IR - Iran 50
ZA - Sudafrica 47
EE - Estonia 44
UA - Ucraina 37
BG - Bulgaria 36
FI - Finlandia 32
CA - Canada 19
CH - Svizzera 18
HK - Hong Kong 16
AT - Austria 14
PT - Portogallo 14
BE - Belgio 12
AL - Albania 11
HR - Croazia 10
ID - Indonesia 10
MY - Malesia 10
PL - Polonia 10
TW - Taiwan 10
NZ - Nuova Zelanda 9
AU - Australia 8
JP - Giappone 8
AE - Emirati Arabi Uniti 7
IQ - Iraq 7
TR - Turchia 7
ES - Italia 6
GR - Grecia 6
IL - Israele 6
PH - Filippine 6
CO - Colombia 5
CZ - Repubblica Ceca 5
MA - Marocco 5
PE - Perù 5
BR - Brasile 4
EG - Egitto 4
LT - Lituania 4
PK - Pakistan 4
TG - Togo 4
DZ - Algeria 3
JO - Giordania 3
KW - Kuwait 3
NG - Nigeria 3
RO - Romania 3
TH - Thailandia 3
AR - Argentina 2
BD - Bangladesh 2
CM - Camerun 2
HU - Ungheria 2
KH - Cambogia 2
LB - Libano 2
YE - Yemen 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AP - ???statistics.table.value.countryCode.AP??? 1
BY - Bielorussia 1
CL - Cile 1
CY - Cipro 1
ET - Etiopia 1
KE - Kenya 1
KR - Corea 1
LK - Sri Lanka 1
LU - Lussemburgo 1
MU - Mauritius 1
RS - Serbia 1
SA - Arabia Saudita 1
SC - Seychelles 1
Totale 7.952
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Città #
Southend 552
Fairfield 452
Singapore 407
Santa Clara 340
Ashburn 311
Bologna 290
Houston 234
Woodbridge 231
Wilmington 220
Seattle 193
Chandler 184
Cambridge 153
Princeton 144
Boardman 134
Ann Arbor 125
Dublin 108
Abidjan 86
Milan 66
Berlin 61
Rome 60
Nanjing 50
Westminster 49
Padova 43
Redmond 43
New York 36
Dong Ket 33
Falls Church 28
Forlì 27
Saint Petersburg 27
Amsterdam 25
Jinan 25
Nanchang 24
Helsinki 23
San Diego 22
Shanghai 22
Shenyang 22
Bagnacavallo 21
Des Moines 20
Guangzhou 20
Beijing 18
Hebei 18
Rousse 18
Sofia 18
Redwood City 17
Florence 16
Zhengzhou 16
Hangzhou 15
Hyderabad 15
Medford 14
Turin 14
Verona 14
Cesena 13
Naples 13
Ravenna 13
Brussels 12
Changsha 12
Olalla 12
Parma 11
Vienna 11
Lisbon 10
Perugia 10
Bühl 9
Chicago 9
Iesi 9
Jiaxing 9
Tianjin 9
Wuhan 9
Falkenstein 8
Fuzhou 8
Haikou 8
Lappeenranta 8
Noida 8
Fremont 7
Genoa 7
Jakarta 7
Los Angeles 7
Qingdao 7
Tirana 7
Vittuone 7
Baltimore 6
Camposano 6
Casalecchio di Reno 6
Harbin 6
London 6
Orewa 6
Palermo 6
Pisa 6
Rescaldina 6
Sharjah 6
Tabriz 6
Taiyuan 6
Taizhou 6
Tehran 6
Udine 6
Wildau 6
Xi'an 6
Ahmedabad 5
Ancona 5
Baghdad 5
Bengaluru 5
Totale 5.486
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Nome #
Forecasting and trading on the VIX futures market: A neural network approach based on open to close returns and coincident indicators 262
Score-Driven Modeling with Jumps: An Application to S&P500 Returns and Options 183
The Impact of R&D Investments on Eco-Innovation:A Cross-Cultural Perspective of Green Technology Management 137
Humanoid robot adoption and labour productivity: a perspective on ambidextrous product innovation routines 136
Computing survival probabilities based on stochastic differential models 130
An extremely efficient numerical method for pricing options in the Black–Scholes model with jumps 126
A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options 122
Pricing European and American options by radial basis point interpolation 116
Risk Governance and Control: Financial Markets & Institutions 116
Open innovation and patenting activity in health care 113
Applications and Applied Mathematics: An International Journal 113
null 110
Harvesting reflective knowledge exchange for inbound open innovation in complex collaborative networks: an empirical verification in Europe 109
Fast and accurate calculation of American option prices 107
Exploring the Impact of Firm-level Legality on Tax Avoidance 107
null 104
Stability analysis of split-step θ-Milstein method for a class of n-dimensional stochastic differential equations 104
Modeling CDS spreads: A comparison of some hybrid approaches 99
A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate 98
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Advances and Applications in Statistics 96
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A Highly Accurate Finite Element Method to Price Discrete Double Barrier Options 94
Valuing risky debt: A new model combining structural information with the reduced-form approach 94
Engineering Analysis with Boundary Elements 93
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Repeated spatial extrapolation: An extraordinarily efficient approach for option pricing 89
A multidisciplinary approach for assessing open innovation model impact on stock return dynamics: The case of Fujifilm company 89
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Pricing American options under the constant elasticity of variance model: An extension of the method by Barone-Adesi and Whaley 86
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Valuing strategic investments under stochastic interest rates: a real option approach 79
A quantitative assessment of interest rate uncertainty in real option analysis 79
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Pricing options using a score-driven model with jumps 76
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Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation 74
Computational Methods for Differential Equations 72
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A Monte-Carlo approach for pricing arithmetic Asian rainbow options under the mixed fractional Brownian motion 72
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International Mathematical Forum 70
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A statistical approach to evaluate last minute pricing decisions in the online hotel market 68
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Quantitative Methods in Economics and Finance 67
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The open innovation journey along heterogeneous modes of knowledge-intensive marketing collaborations: a cross-sectional study of innovative firms in Europe 66
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On a generalized Gaussian radial basis function: Analysis and applications 63
Investigating long and short memory in cryptocurrency time series by stochastic fractional Brownian models 62
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A fast numerical method to price American options under the Bates model 60
A Multi-factor Model for Commodity Prices 59
null 57
Semiconductor device simulation using a viscous-hydrodynamic model 57
Engineering Analysis with Boundary Elements 56
International Journal of Advanced Mathematical Sciences 55
The finite element method: A high-performing approach for computing the probability of ruin and solving other ruin-related problems 55
Extrapolation procedures to enhance the accuracy of numerical methods for derivative pricing 55
Hotel dynamic pricing, stochastic demand and covid-19 54
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The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach 48
EDITORIAL: New insights on environmental management accounting, innovative companies, tax measures and foreign direct investments 48
The impact of education on the Energy Trilemma Index: A sustainable innovativeness perspective for resilient energy systems 47
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An analysis of a model for the diffusion of engineering innovations under multi-firm competition 45
Pricing geometric Asian rainbow options under the mixed fractional Brownian motion 45
Investor reaction to IFRS for financial instruments in Europe: The role of firm-specific factors 44
Reverse engineering the last-minute on-line pricing practices: an application to hotels 41
Integrating narrow and wide framing disposition effect: A novel approach incorporating perceived risk and realized asset performance 41
The Changing Role of Salespeople and the Unchanging Feeling Toward Selling: Implications for the HEI Programs 41
The constant elasticity of variance model: Calibration, test and evidence from the Italian equity market 41
A comparison of multi-factor stochastic models for commodity price 40
Improved Localized and Hybrid Meshless Methods – Part 2 39
Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods 38
Modeling economic growth with spatial migration: A stability analysis of the long-run equilibrium based on semigroup theory 38
Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market 37
The impact of the interest rate volatility on the valuation of investment strategies 36
The Heston Stochastic Volatility Model for Single Assets and for Asset Portfolios: Parameter Estimation and an Application to the Italian Financial Market 36
Boundary Elements and other mesh reduction methods for Finance, Economics, Probability and Statistics 35
On a viscous-hydrodynamic model for semiconductors: Numerical simulation and stability analysis 35
A numerical method to estimate the parameters of the CEV model implied by American option prices: Evidence from NYSE 34
A boundary element method to price time-dependent double barrier options 34
Numerical solutions of a viscous-hydrodynamic model for semiconductors: The supersonic case 34
Matematica per l'economia : Elementi di teoria ed esercizi 33
Totale 7.565
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Categoria #
all - tutte 22.903
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 22.903
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020902 0 0 0 0 0 0 199 186 222 124 90 81
2020/20211.083 155 75 34 70 127 79 32 74 134 81 69 153
2021/20221.275 66 25 45 30 244 124 54 113 99 52 197 226
2022/20231.426 118 146 83 160 101 135 52 92 276 32 116 115
2023/2024846 26 93 54 64 90 128 75 53 40 102 63 58
2024/20251.674 205 350 164 194 542 144 75 0 0 0 0 0
Totale 8.283