Luca Vincenzo Ballestra - researchr alias

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Viewing Publication 1 - 13 from 13

2024

Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methodsVaz'he Rahimi, Davood Ahmadian, Luca Vincenzo Ballestra. amc, 470:128570, 2024. [doi]

2022

The Impact of R&D Investments on Eco-Innovation: A Cross-Cultural Perspective of Green Technology ManagementBeatrice Orlando, Luca Vincenzo Ballestra, Veronica Scuotto, Marco Pironti, Manlio Del Giudice. tem, 69(5):2275-2284, 2022. [doi]

2021

Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolationLuca Vincenzo Ballestra. cms, 18(2):239-263, 2021. [doi]

Harvesting reflective knowledge exchange for inbound open innovation in complex collaborative networks: an empirical verification in EuropeArmando Papa, Roberto Chierici, Luca Vincenzo Ballestra, Dirk Meissner, Mehmet A. Orhan. jkm, 25(4):669-692, 2021. [doi]

2016

A fast numerical method to price American options under the Bates modelLuca Vincenzo Ballestra, Liliana Cecere. cma, 72(5):1305-1319, 2016. [doi]

2015

A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusionD. Ahmadian, Luca Vincenzo Ballestra. ijcm, 92(11):2310-2328, 2015. [doi]

Computing survival probabilities based on stochastic differential modelsAlessandro Andreoli, Luca Vincenzo Ballestra, Graziella Pacelli. jcam, 277:127-137, 2015. [doi]

Pricing European and American options by radial basis point interpolationJamal Amani Rad, Kourosh Parand, Luca Vincenzo Ballestra. amc, 251:363-377, 2015. [doi]

2014

Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New TechnologyLuca Vincenzo Ballestra, Luca Guerrini, Graziella Pacelli. IJBC, 24(9), 2014. [doi]

Repeated spatial extrapolation: An extraordinarily efficient approach for option pricingLuca Vincenzo Ballestra. jcam, 256:83-91, 2014. [doi]

An analysis of a model for the diffusion of engineering innovations under multi-firm competitionLuca Vincenzo Ballestra, Manlio Del Giudice, Maria Rosaria Della Peruta. ijtm, 66(4):346-357, 2014. [doi]

2011

A boundary element method to price time-dependent double barrier optionsLuca Vincenzo Ballestra, Graziella Pacelli. amc, 218(8):4192-4210, 2011. [doi]

2010

The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approachLuca Vincenzo Ballestra, Carlo Sgarra. cma, 60(6):1571-1590, 2010. [doi]

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