Luca Vincenzo Ballestra

According to our database1, Luca Vincenzo Ballestra authored at least 9 papers between 2010 and 2016.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

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Bibliography

2016
A fast numerical method to price American options under the Bates model.
Computers & Mathematics with Applications, 2016

2015
Computing survival probabilities based on stochastic differential models.
J. Computational Applied Mathematics, 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.
Applied Mathematics and Computation, 2015

2014
Repeated spatial extrapolation: An extraordinarily efficient approach for option pricing.
J. Computational Applied Mathematics, 2014

An analysis of a model for the diffusion of engineering innovations under multi-firm competition.
IJTM, 2014

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

2011
A boundary element method to price time-dependent double barrier options.
Applied Mathematics and Computation, 2011

2010
The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach.
Computers & Mathematics with Applications, 2010


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