Luca Vincenzo Ballestra
Orcid: 0000-0001-7205-6319
According to our database1,
Luca Vincenzo Ballestra authored at least 19 papers
between 2010 and 2026.
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Bibliography
2026
Corrigendum to "Pricing Asian options under the mixed fractional Brownian motion with jumps".
Math. Comput. Simul., 2026
An interpretable BNN framework with alpha divergence and normalizing flows for customer lifetime prediction using personality traits.
Neurocomputing, 2026
2024
Investigating long and short memory in cryptocurrency time series by stochastic fractional Brownian models.
Commun. Stat. Simul. Comput., September, 2024
Math. Comput. Simul., 2024
A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options.
Eur. J. Oper. Res., 2024
Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods.
Appl. Math. Comput., 2024
2022
The Impact of R&D Investments on Eco-Innovation: A Cross-Cultural Perspective of Green Technology Management.
IEEE Trans. Engineering Management, 2022
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
Comput. Math. Appl., 2016
2015
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
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
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