Luca Vincenzo Ballestra
According to our database1, Luca Vincenzo Ballestra authored at least 9 papers between 2010 and 2016.
Legend:Book In proceedings Article PhD thesis Other
A fast numerical method to price American options under the Bates model.
Computers & Mathematics with Applications, 2016
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
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.
Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology.
I. J. Bifurcation and Chaos, 2014
A boundary element method to price time-dependent double barrier options.
Applied Mathematics and Computation, 2011
The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach.
Computers & Mathematics with Applications, 2010