Luca Vincenzo Ballestra

17 papers Journal 17

Year	Rank	Type	Title / Venue / Authors
2024	J	`jnl`	A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options. Eur. J. Oper. Res. Luca Vincenzo Ballestra, Enzo D'innocenzo, Andrea Guizzardi
2024	J	`jnl`	Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods. Appl. Math. Comput. Vaz'he Rahimi, Davood Ahmadian, Luca Vincenzo Ballestra
2024	J	`jnl`	Investigating long and short memory in cryptocurrency time series by stochastic fractional Brownian models. Commun. Stat. Simul. Comput. Luca Vincenzo Ballestra, Andrea Molent, Graziella Pacelli
2024	J	`jnl`	Pricing Asian options under the mixed fractional Brownian motion with jumps. Math. Comput. Simul. F. Shokrollahi, Davood Ahmadian, Luca Vincenzo Ballestra
2022	J	`jnl`	The Impact of R&D Investments on Eco-Innovation: A Cross-Cultural Perspective of Green Technology Management. IEEE Trans. Engineering Management Beatrice Orlando, Luca Vincenzo Ballestra, Veronica Scuotto, Marco Pironti, Manlio Del Giudice
2021	J	`jnl`	Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation. Comput. Manag. Sci. Luca Vincenzo Ballestra
2021	J	`jnl`	Harvesting reflective knowledge exchange for inbound open innovation in complex collaborative networks: an empirical verification in Europe. J. Knowl. Manag. Armando Papa, Roberto Chierici, Luca Vincenzo Ballestra, Dirk Meissner, Mehmet A. Orhan
2019	J	`jnl`	Stability analysis of split-step Appl. Math. Comput. Davood Ahmadian, O. Farkhondeh Rouz, Luca Vincenzo Ballestra
2016	J	`jnl`	A fast numerical method to price American options under the Bates model. Comput. Math. Appl. Luca Vincenzo Ballestra, Liliana Cecere
2015	J	`jnl`	A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion. Int. J. Comput. Math. Davood Ahmadian, Luca Vincenzo Ballestra
2015	J	`jnl`	Computing survival probabilities based on stochastic differential models. J. Comput. Appl. Math. Alessandro Andreoli, Luca Vincenzo Ballestra, Graziella Pacelli
2015	J	`jnl`	Pricing European and American options by radial basis point interpolation. Appl. Math. Comput. Jamal Amani Rad, Kourosh Parand, Luca Vincenzo Ballestra
2014	J	`jnl`	An analysis of a model for the diffusion of engineering innovations under multi-firm competition. Int. J. Technol. Manag. Luca Vincenzo Ballestra, Manlio Del Giudice, Maria Rosaria Della Peruta
2014	J	`jnl`	Repeated spatial extrapolation: An extraordinarily efficient approach for option pricing. J. Comput. Appl. Math. Luca Vincenzo Ballestra
2014	J	`jnl`	Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology. Int. J. Bifurc. Chaos Luca Vincenzo Ballestra, Luca Guerrini, Graziella Pacelli
2011	J	`jnl`	A boundary element method to price time-dependent double barrier options. Appl. Math. Comput. Luca Vincenzo Ballestra, Graziella Pacelli
2010	J	`jnl`	The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach. Comput. Math. Appl. Luca Vincenzo Ballestra, Carlo Sgarra