Gianluca Ginesti; Luca Vincenzo Ballestra; Riccardo Macchioni, Exploring the Impact of Firm-level Legality on Tax Avoidance, «EUROPEAN MANAGEMENT REVIEW», 2020, 17, pp. 499 - 514 [articolo]
Ballestra, L. V.; Pacelli, G.; Radi, D., Modeling CDS spreads: A comparison of some hybrid approaches, «JOURNAL OF EMPIRICAL FINANCE», 2020, 57, pp. 107 - 124 [articolo]
Karimi N.; Kazem S.; Ahmadian D.; Adibi H.; Ballestra L.V., On a generalized Gaussian radial basis function: Analysis and applications, «ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS», 2020, 112, pp. 46 - 57 [articolo]
Ahmadian D.; Ballestra L.V., Pricing geometric Asian rainbow options under the mixed fractional Brownian motion, «PHYSICA. A», 2020, 555, Article number: 124458, pp. 1 - 14 [articolo]
Ballestra, Luca Vincenzo; Pacelli, Graziella; Radi, Davide, A quantitative assessment of interest rate uncertainty in real option analysis, in: CORPORATE GOVERNANCE: SEARCH FOR THE ADVANCED PRACTICES/CONFERENCE PROCEEDINGS, 2019, pp. 22 - 24 (atti di: Corporate Governance: Search for the Advanced Practices, Roma, 28/02/2018) [Contributo in Atti di convegno]
Ballestra L.V.; Guizzardi A.; Palladini F., Forecasting and trading on the VIX futures market: A neural network approach based on open to close returns and coincident indicators, «INTERNATIONAL JOURNAL OF FORECASTING», 2019, 35, pp. 1250 - 1262 [articolo]Open Access
Ballestra L.V., Improved Localized and Hybrid Meshless Methods – Part 2, «ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS», 2019, 100, pp. 1 - 2 [replica/breve intervento]
Ballestra Luca Vincenzo, Matematica Finanziaria, UK, McGraw-Hill, 2019, pp. 176 . [curatela]
Ballestra, Luca Vincenzo;
Brianzoni, Serena;
Colucci, Renato;
Guerrini, Luca;
Pacelli, Graziella;
Radi, Davide;, Quantitative Methods in Economics and Finance, in: The First Outstanding 50 Years of “Università Politecnica delle Marche”: Research Achievements in Social Sciences and Humanities, Cham, Springer Nature Switzerland, 2019, pp. 117 - 131 [capitolo di libro]
Ahmadian, D.; Farkhondeh Rouz, O.; Ballestra, L.V., Stability analysis of split-step θ-Milstein method for a class of n-dimensional stochastic differential equations, «APPLIED MATHEMATICS AND COMPUTATION», 2019, 348, pp. 413 - 424 [articolo]
Ballestra, L. V.; Pacelli, G.; Radi, D., Valuing strategic investments under stochastic interest rates: a real option approach, «CORPORATE OWNERSHIP & CONTROL», 2019, 16, pp. 89 - 97 [articolo]
Luca Vincenzo Ballestra, Stefano Fontana, Veronica Scuotto, Silvia Solimene, A multidisciplinary approach for assessing open innovation model impact on stock return dynamics: The case of Fujifilm company, «MANAGEMENT DECISION», 2018, 56, pp. 1430 - 1444 [articolo]
Ballestra, Luca Vincenzo, Fast and accurate calculation of American option prices, «DECISIONS IN ECONOMICS AND FINANCE», 2018, 41, pp. 399 - 426 [articolo]
Ballestra L.V., Improved Localized and Hybrid Meshless Methods – Part 1, «ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS», 2018, 92, pp. 1 - 2 [replica/breve intervento]
Andreoli, A.; Ballestra, L. V.; Pacelli, G., Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach, «COMPUTATIONAL ECONOMICS», 2018, 51, pp. 379 - 406 [articolo]