The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach. - Luca Vincenzo Ballestra; Carlo Sgarra (Comput. Math. Appl., 2010)

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)

An analysis of a model for the diffusion of engineering innovations under multi-firm competition. - Luca Vincenzo Ballestra; Manlio Del Giudice; Maria Rosaria Della Peruta (Int. J. Technol. Manag., 2014)

Repeated spatial extrapolation: An extraordinarily efficient approach for option pricing. - Luca Vincenzo Ballestra (J. Comput. Appl. Math., 2014)

Pricing European and American options by radial basis point interpolation. - Jamal Amani Rad; Kourosh Parand; Luca Vincenzo Ballestra (Appl. Math. Comput., 2015)

A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion. - Davood Ahmadian; Luca Vincenzo Ballestra (Int. J. Comput. Math., 2015)

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

A fast numerical method to price American options under the Bates model. - Luca Vincenzo Ballestra; Liliana Cecere (Comput. Math. Appl., 2016)

Stability analysis of split-step θ-Milstein method for a class of n-dimensional stochastic differential equations. - Davood Ahmadian; O. Farkhondeh Rouz; Luca Vincenzo Ballestra (Appl. Math. Comput., 2019)

Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation. - Luca Vincenzo Ballestra (Comput. Manag. Sci., 2021)

Harvesting reflective knowledge exchange for inbound open innovation in complex collaborative networks: an empirical verification in Europe. - Armando Papa; Roberto Chierici; Luca Vincenzo Ballestra; Dirk Meissner; Mehmet A. Orhan (J. Knowl. Manag., 2021)

The Impact of R&D Investments on Eco-Innovation: A Cross-Cultural Perspective of Green Technology Management. - Beatrice Orlando; Luca Vincenzo Ballestra; Veronica Scuotto; Marco Pironti; Manlio Del Giudice (IEEE Trans. Engineering Management, 2022)

Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods. - Vaz'he Rahimi; Davood Ahmadian; Luca Vincenzo Ballestra (Appl. Math. Comput., 2024)

A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options. - Luca Vincenzo Ballestra; Enzo D'innocenzo; Andrea Guizzardi (Eur. J. Oper. Res., 2024)

Pricing Asian options under the mixed fractional Brownian motion with jumps. - F. Shokrollahi; Davood Ahmadian; Luca Vincenzo Ballestra (Math. Comput. Simul., 2024)

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)