Luca Vincenzo Ballestra

According to our database, Luca Vincenzo Ballestra authored at least 17 papers between 2010 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Investigating long and short memory in cryptocurrency time series by stochastic fractional Brownian models.

Luca Vincenzo Ballestra, Andrea Molent, Graziella Pacelli

Commun. Stat. Simul. Comput., September, 2024

Pricing Asian options under the mixed fractional Brownian motion with jumps.

F. Shokrollahi, Davood Ahmadian, Luca Vincenzo Ballestra

Math. Comput. Simul., 2024

A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options.

Luca Vincenzo Ballestra, Enzo D'innocenzo, Andrea Guizzardi

Eur. J. Oper. Res., 2024

Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods.

Vaz'he Rahimi, Davood Ahmadian, Luca Vincenzo Ballestra

Appl. Math. Comput., 2024

2022

The Impact of R&D Investments on Eco-Innovation: A Cross-Cultural Perspective of Green Technology Management.

Beatrice Orlando, Luca Vincenzo Ballestra, Veronica Scuotto, Marco Pironti, Manlio Del Giudice

IEEE Trans. Engineering Management, 2022

2021

Harvesting reflective knowledge exchange for inbound open innovation in complex collaborative networks: an empirical verification in Europe.

Armando Papa, Roberto Chierici, Luca Vincenzo Ballestra, Dirk Meissner, Mehmet A. Orhan

J. Knowl. Manag., 2021

Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation.

Luca Vincenzo Ballestra

Comput. Manag. Sci., 2021

2019

Stability analysis of split-step <i>θ</i>-Milstein method for a class of n-dimensional stochastic differential equations.

Davood Ahmadian, O. Farkhondeh Rouz, Luca Vincenzo Ballestra

Appl. Math. Comput., 2019

2016

A fast numerical method to price American options under the Bates model.

Luca Vincenzo Ballestra, Liliana Cecere

Comput. Math. Appl., 2016

2015

Computing survival probabilities based on stochastic differential models.

Alessandro Andreoli, Luca Vincenzo Ballestra, Graziella Pacelli

J. Comput. Appl. Math., 2015

A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion.

Davood Ahmadian, Luca Vincenzo Ballestra

Int. J. Comput. Math., 2015

Pricing European and American options by radial basis point interpolation.

Jamal Amani Rad, Kourosh Parand, Luca Vincenzo Ballestra

Appl. Math. Comput., 2015

2014

Repeated spatial extrapolation: An extraordinarily efficient approach for option pricing.

Luca Vincenzo Ballestra

J. Comput. Appl. Math., 2014

An analysis of a model for the diffusion of engineering innovations under multi-firm competition.

Luca Vincenzo Ballestra, Manlio Del Giudice, Maria Rosaria Della Peruta

Int. J. Technol. Manag., 2014

Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology.

Luca Vincenzo Ballestra, Luca Guerrini, Graziella Pacelli

Int. J. Bifurc. Chaos, 2014

2011

A boundary element method to price time-dependent double barrier options.

Luca Vincenzo Ballestra, Graziella Pacelli

Appl. Math. Comput., 2011

2010

The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach.

Luca Vincenzo Ballestra, Carlo Sgarra

Comput. Math. Appl., 2010