6
H index
2
i10 index
114
Citations
Luca Vincenzo Ballestra : Citation Profile
Alma Mater Studiorum - Università di Bologna | RESEARCH PRODUCTION: 33 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2007 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Luca Vincenzo Ballestra. | Is cited by:
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Main data
Where Luca Vincenzo Ballestra has published?
| Journals with more than one article published | # docs |
|---|---|
| Finance Research Letters | 3 |
| Applied Mathematics and Computation | 2 |
| Insurance: Mathematics and Economics | 2 |
| Quantitative Finance | 2 |
| Chaos, Solitons & Fractals | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 4 |
Recent works citing Luca Vincenzo Ballestra (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | How to crack the impossible triangle of new energy coupled system——Evidence from China. (2024). Tian, Lixin ; Zhou, Huixin ; Fang, Guochang ; Meng, Aoxiang. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s030626192401448x. Full description at Econpapers || Download paper |
| 2024 | A stochastic fractional differential variational inequality with Lévy jump and its application. (2024). Huang, Nan-Jing ; Zhang, Yao-Jia ; Zeng, Yue. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:178:y:2024:i:c:s0960077923012742. Full description at Econpapers || Download paper |
| 2024 | Can renewable energy development facilitate Chinas sustainable energy transition? Perspective from Energy Trilemma. (2024). Yang, Zhaofu ; Yuan, Yongna ; Li, Muhua ; Liu, Hong. In: Energy. RePEc:eee:energy:v:304:y:2024:i:c:s0360544224019340. Full description at Econpapers || Download paper |
| 2024 | “Carbon” suppresses “energy” - How does carbon emission right trading policy alleviate the energy trilemma?. (2024). Liu, Yong ; Wang, Jianlong ; Zhang, Guidong. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224025647. Full description at Econpapers || Download paper |
| 2024 | Market reaction to the expected loss model in banks. (2024). Torluccio, Giuseppe ; Cardillo, Giovanni ; Ginesti, Gianluca ; Onali, Enrico. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308921000449. Full description at Econpapers || Download paper |
| 2024 | Pricing Asian options under the mixed fractional Brownian motion with jumps. (2024). Ballestra, L V ; Shokrollahi, F ; Ahmadian, D. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:226:y:2024:i:c:p:172-183. Full description at Econpapers || Download paper |
| 2024 | Fifty years of mathematical growth theory: Classical topics and new trends. (2024). Boucekkine, Raouf ; Zou, Benteng ; Venditti, Alain ; Gozzi, Fausto ; Augeraud-Veron, Emmanuelle. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:111:y:2024:i:c:s0304406824000284. Full description at Econpapers || Download paper |
| 2024 | The valuation of American options with the stochastic liquidity risk and jump risk. (2024). Guo, Xunxiang ; Huang, Shoude ; Wang, KE ; Zhang, Hongyu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:650:y:2024:i:c:s0378437124004205. Full description at Econpapers || Download paper |
| 2025 | Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS. (2025). Tang, Miao ; Fan, Hong. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10508-x. Full description at Econpapers || Download paper |
| 2024 | The impact of COVID-19 on the tourism sector in Italy: A regional spatial perspective. (2024). Pinate, Adriana C ; Faggian, Alessandra ; Brandano, Maria Giovanna. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:8:p:2181-2202. Full description at Econpapers || Download paper |
| 2024 | Valuation of mining projects under dynamic model framework. (2024). Dvokov, Hana ; Tich, Tom ; Hozman, JI. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:3:d:10.1007_s10479-023-05569-y. Full description at Econpapers || Download paper |
Works by Luca Vincenzo Ballestra:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Actuarial strategy for pricing Asian options under a mixed fractional Brownian motion with jumps In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | GARCH option valuation with long-run and short-run volatility components: A novel framework ensuring positive variance In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | A GARCH model with two volatility components and two driving factors In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | A multi-factor model for improved commodity pricing: Calibration and an application to the oil market In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Hotel dynamic pricing, stochastic demand and covid-19 In: Annals of Tourism Research. [Full Text][Citation analysis] | article | 1 |
| 2015 | Pricing European and American options by radial basis point interpolation In: Applied Mathematics and Computation. [Full Text][Citation analysis] | article | 10 |
| 2024 | Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods In: Applied Mathematics and Computation. [Full Text][Citation analysis] | article | 0 |
| 2023 | The impact of education on the Energy Trilemma Index: A sustainable innovativeness perspective for resilient energy systems In: Applied Energy. [Full Text][Citation analysis] | article | 6 |
| 2016 | A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 8 |
| 2016 | A numerical method to estimate the parameters of the CEV model implied by American option prices: Evidence from NYSE In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 5 |
| 2013 | Pricing European and American options with two stochastic factors: A highly efficient radial basis function approach In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 17 |
| 2024 | A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
| 2020 | Modeling CDS spreads: A comparison of some hybrid approaches In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
| 2015 | Pricing American options under the constant elasticity of variance model: An extension of the method by Barone-Adesi and Whaley In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
| 2017 | Investor reaction to IFRS for financial instruments in Europe: The role of firm-specific factors In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
| 2010 | On a variational formulation used in credit risk modeling In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2012 | An operator splitting harmonic differential quadrature approach to solve Young’s model for life insurance risk In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Valuing risky debt: A new model combining structural information with the reduced-form approach In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 9 |
| 2019 | Forecasting and trading on the VIX futures market: A neural network approach based on open to close returns and coincident indicators In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
| 2007 | A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
| 2024 | Integrating narrow and wide framing disposition effect: A novel approach incorporating perceived risk and realized asset performance In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
| 2016 | The spatial AK model and the Pontryagin maximum principle In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 9 |
| 2016 | A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2013 | Stability Switches and Hopf Bifurcation in a Kaleckian Model of Business Cycle In: Abstract and Applied Analysis. [Full Text][Citation analysis] | article | 1 |
| 2007 | THE HESTON STOCHASTIC VOLATILITY MODEL FOR SINGLE ASSETS AND FOR ASSET PORTFOLIOS: PARAMETER ESTIMATION AND AN APPLICATION TO THE ITALIAN FINANCIAL MARKET In: The International Journal of Business and Finance Research. [Full Text][Citation analysis] | article | 0 |
| 2018 | Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
| 2024 | Score-Driven Modeling with Jumps: An Application to S&P500 Returns and Options In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2021 | Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation In: Computational Management Science. [Full Text][Citation analysis] | article | 1 |
| 2018 | Fast and accurate calculation of American option prices In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2025 | Multivariate GARCH models with spherical parameterizations: an oil price application In: Financial Innovation. [Full Text][Citation analysis] | article | 0 |
| 2024 | Reverse engineering the last-minute on-line pricing practices: an application to hotels In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
| 2011 | The constant elasticity of variance model: calibration, test and evidence from the Italian equity market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 1 |
| 2017 | Valuing investment projects under interest rate risk: empirical evidence from European firms In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2016 | From insurance risk to credit portfolio management: a new approach to pricing CDOs In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
| 2017 | Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
| 2016 | A NOTE ON FERGUSSON AND PLATEN: “APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS” In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team