BibTeX records: Luca Vincenzo Ballestra

download as .bib file

@article{DBLP:journals/cms/Ballestra21,
  author    = {Luca Vincenzo Ballestra},
  title     = {Enhancing finite difference approximations for double barrier options:
               mesh optimization and repeated Richardson extrapolation},
  journal   = {Comput. Manag. Sci.},
  volume    = {18},
  number    = {2},
  pages     = {239--263},
  year      = {2021},
  url       = {https://doi.org/10.1007/s10287-021-00394-9},
  doi       = {10.1007/s10287-021-00394-9},
  timestamp = {Tue, 13 Jul 2021 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/journals/cms/Ballestra21.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/jkm/PapaCBMO21,
  author    = {Armando Papa and
               Roberto Chierici and
               Luca Vincenzo Ballestra and
               Dirk Meissner and
               Mehmet A. Orhan},
  title     = {Harvesting reflective knowledge exchange for inbound open innovation
               in complex collaborative networks: an empirical verification in Europe},
  journal   = {J. Knowl. Manag.},
  volume    = {25},
  number    = {4},
  pages     = {669--692},
  year      = {2021},
  url       = {https://doi.org/10.1108/JKM-04-2020-0300},
  doi       = {10.1108/JKM-04-2020-0300},
  timestamp = {Wed, 16 Jun 2021 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/journals/jkm/PapaCBMO21.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/amc/AhmadianRB19,
  author    = {Davood Ahmadian and
               O. Farkhondeh Rouz and
               Luca Vincenzo Ballestra},
  title     = {Stability analysis of split-step \emph{{\texttheta}}-Milstein method
               for a class of n-dimensional stochastic differential equations},
  journal   = {Appl. Math. Comput.},
  volume    = {348},
  pages     = {413--424},
  year      = {2019},
  url       = {https://doi.org/10.1016/j.amc.2018.10.040},
  doi       = {10.1016/j.amc.2018.10.040},
  timestamp = {Sun, 22 Aug 2021 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/journals/amc/AhmadianRB19.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cma/BallestraC16,
  author    = {Luca Vincenzo Ballestra and
               Liliana Cecere},
  title     = {A fast numerical method to price American options under the Bates
               model},
  journal   = {Comput. Math. Appl.},
  volume    = {72},
  number    = {5},
  pages     = {1305--1319},
  year      = {2016},
  url       = {https://doi.org/10.1016/j.camwa.2016.06.041},
  doi       = {10.1016/j.camwa.2016.06.041},
  timestamp = {Thu, 11 Feb 2021 00:00:00 +0100},
  biburl    = {https://dblp.org/rec/journals/cma/BallestraC16.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/amc/RadPB15,
  author    = {Jamal Amani Rad and
               Kourosh Parand and
               Luca Vincenzo Ballestra},
  title     = {Pricing European and American options by radial basis point interpolation},
  journal   = {Appl. Math. Comput.},
  volume    = {251},
  pages     = {363--377},
  year      = {2015},
  url       = {https://doi.org/10.1016/j.amc.2014.11.016},
  doi       = {10.1016/j.amc.2014.11.016},
  timestamp = {Fri, 21 Feb 2020 00:00:00 +0100},
  biburl    = {https://dblp.org/rec/journals/amc/RadPB15.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/ijcm/AhmadianB15,
  author    = {Davood Ahmadian and
               Luca Vincenzo Ballestra},
  title     = {A numerical method to price discrete double Barrier options under
               a constant elasticity of variance model with jump diffusion},
  journal   = {Int. J. Comput. Math.},
  volume    = {92},
  number    = {11},
  pages     = {2310--2328},
  year      = {2015},
  url       = {https://doi.org/10.1080/00207160.2014.986114},
  doi       = {10.1080/00207160.2014.986114},
  timestamp = {Sun, 22 Aug 2021 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/journals/ijcm/AhmadianB15.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/jcam/AndreoliBP15,
  author    = {Alessandro Andreoli and
               Luca Vincenzo Ballestra and
               Graziella Pacelli},
  title     = {Computing survival probabilities based on stochastic differential
               models},
  journal   = {J. Comput. Appl. Math.},
  volume    = {277},
  pages     = {127--137},
  year      = {2015},
  url       = {https://doi.org/10.1016/j.cam.2014.08.030},
  doi       = {10.1016/j.cam.2014.08.030},
  timestamp = {Tue, 16 Feb 2021 00:00:00 +0100},
  biburl    = {https://dblp.org/rec/journals/jcam/AndreoliBP15.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/ijbc/BallestraGP14,
  author    = {Luca Vincenzo Ballestra and
               Luca Guerrini and
               Graziella Pacelli},
  title     = {Stability Switches and Bifurcation Analysis of a Time Delay Model
               for the Diffusion of a New Technology},
  journal   = {Int. J. Bifurc. Chaos},
  volume    = {24},
  number    = {9},
  year      = {2014},
  url       = {https://doi.org/10.1142/S0218127414501132},
  doi       = {10.1142/S0218127414501132},
  timestamp = {Wed, 27 May 2020 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/journals/ijbc/BallestraGP14.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/ijtm/BallestraGP14,
  author    = {Luca Vincenzo Ballestra and
               Manlio Del Giudice and
               Maria Rosaria Della Peruta},
  title     = {An analysis of a model for the diffusion of engineering innovations
               under multi-firm competition},
  journal   = {Int. J. Technol. Manag.},
  volume    = {66},
  number    = {4},
  pages     = {346--357},
  year      = {2014},
  url       = {https://doi.org/10.1504/IJTM.2014.064992},
  doi       = {10.1504/IJTM.2014.064992},
  timestamp = {Fri, 22 May 2020 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/journals/ijtm/BallestraGP14.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/jcam/Ballestra14,
  author    = {Luca Vincenzo Ballestra},
  title     = {Repeated spatial extrapolation: An extraordinarily efficient approach
               for option pricing},
  journal   = {J. Comput. Appl. Math.},
  volume    = {256},
  pages     = {83--91},
  year      = {2014},
  url       = {https://doi.org/10.1016/j.cam.2013.07.033},
  doi       = {10.1016/j.cam.2013.07.033},
  timestamp = {Tue, 16 Feb 2021 00:00:00 +0100},
  biburl    = {https://dblp.org/rec/journals/jcam/Ballestra14.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/amc/BallestraP11,
  author    = {Luca Vincenzo Ballestra and
               Graziella Pacelli},
  title     = {A boundary element method to price time-dependent double barrier options},
  journal   = {Appl. Math. Comput.},
  volume    = {218},
  number    = {8},
  pages     = {4192--4210},
  year      = {2011},
  url       = {https://doi.org/10.1016/j.amc.2011.09.050},
  doi       = {10.1016/j.amc.2011.09.050},
  timestamp = {Fri, 21 Feb 2020 00:00:00 +0100},
  biburl    = {https://dblp.org/rec/journals/amc/BallestraP11.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cma/BallestraS10,
  author    = {Luca Vincenzo Ballestra and
               Carlo Sgarra},
  title     = {The evaluation of American options in a stochastic volatility model
               with jumps: An efficient finite element approach},
  journal   = {Comput. Math. Appl.},
  volume    = {60},
  number    = {6},
  pages     = {1571--1590},
  year      = {2010},
  url       = {https://doi.org/10.1016/j.camwa.2010.06.040},
  doi       = {10.1016/j.camwa.2010.06.040},
  timestamp = {Thu, 11 Feb 2021 00:00:00 +0100},
  biburl    = {https://dblp.org/rec/journals/cma/BallestraS10.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
a service of  Schloss Dagstuhl - Leibniz Center for Informatics