Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory. - Francesca Mariani; Graziella Pacelli; Francesco Zirilli (Optim. Lett., 2008)

A boundary element method to price time-dependent double barrier options. - Luca Vincenzo Ballestra; Graziella Pacelli (Appl. Math. Comput., 2011)

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)

Computing survival probabilities based on stochastic differential models. - Alessandro Andreoli; Luca Vincenzo Ballestra; Graziella Pacelli (J. Comput. Appl. Math., 2015)

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., 2024)