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Luca Vincenzo Ballestra
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2020 – today
- 2024
- [j17]Vaz'he Rahimi, Davood Ahmadian, Luca Vincenzo Ballestra:
Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods. Appl. Math. Comput. 470: 128570 (2024) - [j16]Luca Vincenzo Ballestra, Andrea Molent, Graziella Pacelli:
Investigating long and short memory in cryptocurrency time series by stochastic fractional Brownian models. Commun. Stat. Simul. Comput. 53(9): 4596-4606 (2024) - [j15]Luca Vincenzo Ballestra, Enzo D'innocenzo
, Andrea Guizzardi:
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. 314(3): 1185-1194 (2024) - [j14]F. Shokrollahi, Davood Ahmadian
Pricing Asian options under the mixed fractional Brownian motion with jumps. Math. Comput. Simul. 226: 172-183 (2024) - 2022
- [j13]Beatrice Orlando
The Impact of R&D Investments on Eco-Innovation: A Cross-Cultural Perspective of Green Technology Management. IEEE Trans. Engineering Management 69(5): 2275-2284 (2022) - 2021
- [j12]Luca Vincenzo Ballestra
Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation. Comput. Manag. Sci. 18(2): 239-263 (2021) - [j11]Armando Papa, Roberto Chierici, Luca Vincenzo Ballestra, Dirk Meissner
Harvesting reflective knowledge exchange for inbound open innovation in complex collaborative networks: an empirical verification in Europe. J. Knowl. Manag. 25(4): 669-692 (2021)
2010 – 2019
- 2019
- [j10]Davood Ahmadian, O. Farkhondeh Rouz, Luca Vincenzo Ballestra:
Stability analysis of split-step θ-Milstein method for a class of n-dimensional stochastic differential equations. Appl. Math. Comput. 348: 413-424 (2019) - 2016
- [j9]Luca Vincenzo Ballestra
A fast numerical method to price American options under the Bates model. Comput. Math. Appl. 72(5): 1305-1319 (2016) - 2015
- [j8]Jamal Amani Rad
Pricing European and American options by radial basis point interpolation. Appl. Math. Comput. 251: 363-377 (2015) - [j7]Davood Ahmadian, Luca Vincenzo Ballestra:
A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion. Int. J. Comput. Math. 92(11): 2310-2328 (2015) - [j6]Alessandro Andreoli
Computing survival probabilities based on stochastic differential models. J. Comput. Appl. Math. 277: 127-137 (2015) - 2014
- [j5]Luca Vincenzo Ballestra
Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology. Int. J. Bifurc. Chaos 24(9) (2014) - [j4]Luca Vincenzo Ballestra
An analysis of a model for the diffusion of engineering innovations under multi-firm competition. Int. J. Technol. Manag. 66(4): 346-357 (2014) - [j3]Luca Vincenzo Ballestra
Repeated spatial extrapolation: An extraordinarily efficient approach for option pricing. J. Comput. Appl. Math. 256: 83-91 (2014) - 2011
- [j2]Luca Vincenzo Ballestra
A boundary element method to price time-dependent double barrier options. Appl. Math. Comput. 218(8): 4192-4210 (2011) - 2010
- [j1]Luca Vincenzo Ballestra
The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach. Comput. Math. Appl. 60(6): 1571-1590 (2010)
Coauthor Index
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