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Pricing European and American options with two stochastic factors : a highly efficient radial basis function approach
Ballestra, Luca Vincenzo; Pacelli, Graziella - In: Journal of economic dynamics & control 37 (2013) 6, pp. 1142-1167
Persistent link: https://www.econbiz.de/10009740447
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An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk
Ballestra, Luca Vincenzo; Ottaviani, Massimiliano; … - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 442-448
Persistent link: https://www.econbiz.de/10009672172
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On a variational formulation used in credit risk modeling
Pacelli, Graziella; Ballestra, Luca Vincenzo - In: Finance research letters 7 (2010) 2, pp. 110-118
Persistent link: https://www.econbiz.de/10009272766
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A numerical method to price defaultable bonds based on the Madan and Unal credit risk model
Ballestra, Luca Vincenzo; Pacelli, Graziella - In: Applied mathematical finance 16 (2009) 1/2, pp. 17-36
Persistent link: https://www.econbiz.de/10003847142
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A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model
Ballestra, Luca Vincenzo; Pacelli, Graziella; Zirilli, … - In: Journal of banking & finance 31 (2007) 11, pp. 3420-3437
Persistent link: https://www.econbiz.de/10003577417
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A note on Fergusson and Platen: "application of maximum likelihood estimation to stochastic short rate models"
Ballestra, Luca Vincenzo; Pacelli, Graziella; Radi, Davide - In: Annals of financial economics 11 (2016) 4, pp. 1-7
Persistent link: https://www.econbiz.de/10011686858
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Valuing investment projects under interest rate risk : empirical evidence from European firms
Ballestra, Luca Vincenzo; Pacelli, Graziella; Radi, Davide - In: Applied economics 49 (2017) 56, pp. 5662-5672
Persistent link: https://www.econbiz.de/10011845287
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The changing role of salespeople and the unchanging feeling toward selling : implications for the HEI programs
Ballestra, Luca Vincenzo; Cardinali, Silvio; Palanga, Paola - In: Journal of marketing education : JME 39 (2017) 3, pp. 176-189
Persistent link: https://www.econbiz.de/10011791316
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Modeling CDS spreads : a comparison of some hybrid approaches
Ballestra, Luca Vincenzo; Pacelli, Graziella; Radi, Davide - In: Journal of empirical finance 57 (2020), pp. 107-124
Persistent link: https://www.econbiz.de/10012430444
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Pricing credit default swaps under multifactor reduced-form models : a differential quadrature approach
Andreoli, Alessandro; Ballestra, Luca Vincenzo; … - In: Computational economics 51 (2018) 3, pp. 379-406
Persistent link: https://www.econbiz.de/10011963685