IRIS
BALLESTRA, Luca Vincenzo
 Distribuzione geografica
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Continente #
EU - Europa 712
NA - Nord America 672
AS - Asia 129
Continente sconosciuto - Info sul continente non disponibili 2
Totale 1.515
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Nazione #
US - Stati Uniti d'America 671
IE - Irlanda 211
IT - Italia 147
UA - Ucraina 120
GB - Regno Unito 86
CN - Cina 78
DE - Germania 60
SG - Singapore 33
FI - Finlandia 30
SE - Svezia 25
GR - Grecia 21
TR - Turchia 13
BE - Belgio 9
CH - Svizzera 2
EU - Europa 2
IR - Iran 2
FR - Francia 1
ID - Indonesia 1
JP - Giappone 1
KR - Corea 1
MX - Messico 1
Totale 1.515
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Città #
Dublin 211
Jacksonville 177
Chandler 94
Caserta 69
Ann Arbor 52
Santa Clara 31
Medford 30
Princeton 30
San Mateo 25
Bologna 22
Roxbury 22
Boardman 21
Singapore 21
Nanjing 15
Wilmington 15
Woodbridge 12
Nanchang 11
Cambridge 10
Brussels 9
Beijing 7
Kunming 6
Centro 5
Hanover 5
Jinan 5
Shanghai 5
Auburn Hills 4
Ningbo 4
Zhengzhou 4
Düsseldorf 3
Hangzhou 3
Mountain View 3
Parma 3
San Giorgio A Cremano 3
Shenyang 3
Torre Annunziata 3
Guangzhou 2
Hebei 2
Kerman 2
Lanzhou 2
Los Angeles 2
Marano Di Napoli 2
Naples 2
Norwalk 2
Saint Louis 2
Tappahannock 2
Tianjin 2
Ashburn 1
Bamberg 1
Brindisi 1
Cadoneghe 1
Cava De' Tirreni 1
Changchun 1
Changsha 1
Cuauhtémoc 1
Des Moines 1
Fairfield 1
Forest City 1
Glasgow 1
Jakarta 1
Jesi 1
Jiaxing 1
Jinhua 1
Montesarchio 1
Nagoya 1
Qualiano 1
Salerno 1
Seattle 1
Seoul 1
Taiyuan 1
Torre 1
Trieste 1
Valle 1
Venice 1
Totale 992
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Nome #
Valuing risky debt: A new model combining structural information with the reduced-form approach 117
Pricing European and American options with two stochastic factors: A highly efficient radial basis function approach 74
A numerical method to price European derivatives based on the one factor LIBOR Market Model of interest rates 72
The Heston stochastic volatility model for single assets and for asset portfolios: parameter estimation and an application to the Italian financial market 64
Computing the survival probability density function in jump-diffusion models: A new approach based on radial basis functions 62
Repeated spatial extrapolation: An extraordinarily efficient approach for option pricing 60
Numerical problems in semiconductor simulation using the hydrodynamic model: a second-order finite difference scheme 59
A numerical method to compute the volatility of the fractional Brownian motion implied by American options 57
A numerical method to price defaultable bonds based on the Madan and Unal credit risk model 55
Pricing European and American options by radial basis point interpolation 52
Pricing American options under the constant elasticity of variance model: An extension of the method by Barone-Adesi and Whaley 52
An analysis of a model for the diffusion of engineering innovations under multi-firm competition 50
Computing survival probabilities based on stochastic differential models 50
A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model 49
An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk 48
A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications 48
On a viscous-hydrodynamic model for semiconductors: numerical simulation and stability analysis 46
The constant elasticity of variance model: calibration, test and evidence from the Italian equity market 45
Does the volatility of interest rates affect the value of investment projects? A real option investigation 44
A highly accurate finite element method to price discrete double barrier options 42
A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate 42
The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element method approach 41
Stability switches and bifurcation analysis of a time delay model for the diffusion of a new technology 40
The impact of the interest rate volatility on the valuation of investment strategies 39
A Boundary Element Method to Price Time-Dependent Double Barrier Options 39
Numerical solutions of a viscous-hydrodynamic model for semiconductors: the supersonic case 39
On a variational formulation used in credit risk modeling 38
Superconvergence of the finite element solutions of the Black–Scholes equation 35
Stability switches and Hopf bifurcation in a Kaleckian model of business cycle 34
Semiconductor device simulation using a viscous-hydrodynamic model 34
Totale 1.527
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Categoria #
all - tutte 6.075
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 6.075
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/202099 0 0 0 0 31 4 31 0 25 3 2 3
2020/2021266 34 1 33 16 50 0 33 30 3 36 26 4
2021/2022194 30 0 0 8 62 0 5 5 7 6 9 62
2022/2023401 33 6 0 17 42 35 0 25 223 3 5 12
2023/2024111 13 4 5 19 39 0 0 2 0 0 6 23
2024/202536 0 1 1 4 30 0 0 0 0 0 0 0
Totale 1.527