The following pages link to Luca Vincenzo Ballestra (Q343127):
Displaying 34 items.
- (Q233025) (redirect page) (← links)
- The spatial AK model and the Pontryagin maximum principle (Q343128) (← links)
- A boundary element method to price time-dependent double barrier options (Q426959) (← links)
- Computing survival probabilities based on stochastic differential models (Q464647) (← links)
- A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion (Q508259) (← links)
- A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
- A fast numerical method to price American options under the Bates model (Q516683) (← links)
- The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach (Q614340) (← links)
- Valuing risky debt: a new model combining structural information with the reduced-form approach (Q743165) (← links)
- Pricing European and American options by radial basis point interpolation (Q903013) (← links)
- A numerical method to price European derivatives based on the one factor LIBOR market model of interest rates (Q1003544) (← links)
- (Q1428665) (redirect page) (← links)
- Numerical problems in semiconductor simulation using the hydrodynamic model: a second-order finite difference scheme. (Q1428666) (← links)
- A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: applications in finance (Q1620012) (← links)
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- Semiconductor device simulation using a viscous hydrodynamic model. (Q1871019) (← links)
- Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions (Q1944574) (← links)
- Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245) (← links)
- Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations (Q2008838) (← links)
- Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation (Q2051161) (← links)
- Pricing geometric Asian rainbow options under the mixed fractional Brownian motion (Q2139665) (← links)
- On a generalized Gaussian radial basis function: analysis and applications (Q2294428) (← links)
- Stability switches and Hopf bifurcation in a Kaleckian model of business cycle (Q2318975) (← links)
- Repeated spatial extrapolation: an extraordinarily efficient approach for option pricing (Q2348959) (← links)
- An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk (Q2445357) (← links)
- A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate (Q2448388) (← links)
- A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications (Q2520233) (← links)
- A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
- Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology (Q2932621) (← links)
- A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model (Q3395728) (← links)
- An extremely efficient numerical method for pricing options in the Black–Scholes model with jumps (Q5003927) (← links)
- The finite element method: A high‐performing approach for computing the probability of ruin and solving other ruin‐related problems (Q5015759) (← links)
- A NUMERICAL METHOD TO COMPUTE THE VOLATILITY OF THE FRACTIONAL BROWNIAN MOTION IMPLIED BY AMERICAN OPTIONS (Q5403254) (← links)
- Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods (Q6130121) (← links)
