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BALLESTRA, Luca Vincenzo

BALLESTRA, Luca Vincenzo  

Dipartimento di Economia  

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Titolo Data di pubblicazione Autore(i) File
A Boundary Element Method to Price Time-Dependent Double Barrier Options 1-gen-2011 Ballestra, Luca Vincenzo; Pacelli, G.
A highly accurate finite element method to price discrete double barrier options 1-gen-2014 Golbabai, A.; Ballestra, Luca Vincenzo; Ahmadian, D.
A numerical method to compute the volatility of the fractional Brownian motion implied by American options 1-gen-2013 Ballestra, Luca Vincenzo; Cecere, L.
A numerical method to price defaultable bonds based on the Madan and Unal credit risk model 1-gen-2009 Ballestra, Luca Vincenzo; Pacelli, G.
A numerical method to price European derivatives based on the one factor LIBOR Market Model of interest rates 1-gen-2008 Ballestra, Luca Vincenzo; Pacelli, G.; Zirilli, F.
A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model 1-gen-2007 Ballestra, Luca Vincenzo; Pacelli, G.; Zirilli, F.
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.
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.
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.
Computing survival probabilities based on stochastic differential models 1-gen-2015 Andreoli, A.; 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.
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.
Numerical problems in semiconductor simulation using the hydrodynamic model: a second-order finite difference scheme 1-gen-2004 Ballestra, Luca Vincenzo; Sacco, R.
Numerical solutions of a viscous-hydrodynamic model for semiconductors: the supersonic case 1-gen-2003 Ballestra, Luca Vincenzo; Saleri, F.
On a variational formulation used in credit risk modeling 1-gen-2010 Pacelli, G.; Ballestra, Luca Vincenzo
On a viscous-hydrodynamic model for semiconductors: numerical simulation and stability analysis 1-gen-2001 Ballestra, Luca Vincenzo; Micheletti, S.; Sacco, R.; Saleri, F.
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
Pricing European and American options with two stochastic factors: A highly efficient radial basis function approach 1-gen-2013 Ballestra, Luca Vincenzo; Pacelli, G.