Luca Vincenzo Ballestra

According to our database1, Luca Vincenzo Ballestra authored at least 12 papers between 2010 and 2021.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
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PhD thesis 
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Bibliography

2021
Harvesting reflective knowledge exchange for inbound open innovation in complex collaborative networks: an empirical verification in Europe.
J. Knowl. Manag., 2021

Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation.
Comput. Manag. Sci., 2021

2019
Stability analysis of split-step <i>θ</i>-Milstein method for a class of n-dimensional stochastic differential equations.
Appl. Math. Comput., 2019

2016
A fast numerical method to price American options under the Bates model.
Comput. Math. Appl., 2016

2015
Computing survival probabilities based on stochastic differential models.
J. Comput. Appl. Math., 2015

A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion.
Int. J. Comput. Math., 2015

Pricing European and American options by radial basis point interpolation.
Appl. Math. Comput., 2015

2014
Repeated spatial extrapolation: An extraordinarily efficient approach for option pricing.
J. Comput. Appl. Math., 2014

An analysis of a model for the diffusion of engineering innovations under multi-firm competition.
Int. J. Technol. Manag., 2014

Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology.
Int. J. Bifurc. Chaos, 2014

2011
A boundary element method to price time-dependent double barrier options.
Appl. Math. Comput., 2011

2010
The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach.
Comput. Math. Appl., 2010


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