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BALLESTRA, Luca Vincenzo

BALLESTRA, Luca Vincenzo  

Dipartimento di Economia  

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Titolo Data di pubblicazione Autore(i) File
Computing survival probabilities based on stochastic differential models 1-gen-2015 Andreoli, A.; Ballestra, Luca Vincenzo; Pacelli, G.
Pricing American options under the constant elasticity of variance model: An extension of the method by Barone-Adesi and Whaley 1-gen-2015 Ballestra, Luca Vincenzo; Cecere, L.
Pricing European and American options by radial basis point interpolation 1-gen-2015 Rad, J. A.; Parand, K.; Ballestra, Luca Vincenzo
The impact of the interest rate volatility on the valuation of investment strategies 1-gen-2015 Ballestra, Luca Vincenzo; Pacelli, G.; Radi, D.
A highly accurate finite element method to price discrete double barrier options 1-gen-2014 Golbabai, A.; Ballestra, Luca Vincenzo; Ahmadian, D.
A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate 1-gen-2014 Ballestra, Luca Vincenzo; Pacelli, G.
An analysis of a model for the diffusion of engineering innovations under multi-firm competition 1-gen-2014 Ballestra, Luca Vincenzo; DEL GIUDICE, M.; DELLA PERUTA, M. R.
Does the volatility of interest rates affect the value of investment projects? A real option investigation 1-gen-2014 Ballestra, Luca Vincenzo; Pacelli, G.; Radi, D.
Repeated spatial extrapolation: An extraordinarily efficient approach for option pricing 1-gen-2014 Ballestra, Luca Vincenzo
Stability switches and bifurcation analysis of a time delay model for the diffusion of a new technology 1-gen-2014 Ballestra, Luca Vincenzo; Guerrini, L.; Pacelli, G.
Valuing risky debt: A new model combining structural information with the reduced-form approach 1-gen-2014 Ballestra, Luca Vincenzo; Pacelli, G.
A numerical method to compute the volatility of the fractional Brownian motion implied by American options 1-gen-2013 Ballestra, Luca Vincenzo; Cecere, L.
Pricing European and American options with two stochastic factors: A highly efficient radial basis function approach 1-gen-2013 Ballestra, Luca Vincenzo; Pacelli, G.
Stability switches and Hopf bifurcation in a Kaleckian model of business cycle 1-gen-2013 Ballestra, Luca Vincenzo; Guerrini, L.; Pacelli, G.
Superconvergence of the finite element solutions of the Black–Scholes equation 1-gen-2013 Golbabai, A.; Ballestra, Luca Vincenzo; Ahmadian, D.
A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications 1-gen-2012 Ballestra, Luca Vincenzo; Pacelli, G.
An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk 1-gen-2012 Ballestra, Luca Vincenzo; Ottaviani, M.; Pacelli, G.
A Boundary Element Method to Price Time-Dependent Double Barrier Options 1-gen-2011 Ballestra, Luca Vincenzo; Pacelli, G.
Computing the survival probability density function in jump-diffusion models: A new approach based on radial basis functions 1-gen-2011 Ballestra, Luca Vincenzo; Pacelli, G.
The constant elasticity of variance model: calibration, test and evidence from the Italian equity market 1-gen-2011 Ballestra, Luca Vincenzo; Pacelli, G.