PACELLI, GRAZIELLA: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

1

Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory

Francesca Mariani, Graziella Pacelli, Francesco Zirilli

Journal:

Optimization Letters

Year:

2008

Language:

english

File:

PDF, 798 KB

english, 2008

2

A numerical method to price European derivatives based on the one factor LIBOR Market Model of interest rates

Luca Vincenzo Ballestra, Graziella Pacelli, Francesco Zirilli

Journal:

Nonlinear Analysis Hybrid Systems

Year:

2008

Language:

english

File:

PDF, 562 KB

english, 2008

3

A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model

Luca Vincenzo Ballestra, Graziella Pacelli, Francesco Zirilli

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 236 KB

english, 2007

4

Stability Switches and Hopf Bifurcation in a Kaleckian Model of Business Cycle

Ballestra, Luca Vincenzo, Guerrini, Luca, Pacelli, Graziella

Journal:

Abstract and Applied Analysis

Year:

2013

Language:

english

File:

PDF, 606 KB

english, 2013

5

A boundary element method to price time-dependent double barrier options

Luca Vincenzo Ballestra, Graziella Pacelli

Journal:

Applied Mathematics and Computation

Year:

2011

Language:

english

File:

PDF, 335 KB

english, 2011

6

A method for computing the transition probability density associated with a multifactor Cox–Ingersoll–Ross model of the term structure of interest rates with no drift term

Lorella Fatone, Graziella Pacelli, Maria Cristina Recchioni, Francesco Zirilli

Journal:

Nonlinear Analysis Hybrid Systems

Year:

2008

Language:

english

File:

PDF, 1.14 MB

english, 2008

7

Modeling CDS spreads: A comparison of some hybrid approaches

Ballestra, Luca Vincenzo, Pacelli, Graziella, Radi, Davide

Journal:

Journal of Empirical Finance

Year:

2020

File:

PDF, 1.21 MB

2020

8

Pricing European and American options with two stochastic factors: A highly efficient radial basis function approach

Ballestra, Luca Vincenzo, Pacelli, Graziella

Journal:

Journal of Economic Dynamics and Control

Year:

2013

Language:

english

File:

PDF, 745 KB

english, 2013

9

The constant elasticity of variance model: calibration, test and evidence from the Italian equity market

Ballestra, Luca Vincenzo, Pacelli, Graziella

Journal:

Applied Financial Economics

Year:

2011

Language:

english

File:

PDF, 154 KB

english, 2011

10

A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance

Ballestra, Luca Vincenzo, Pacelli, Graziella, Radi, Davide

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2016

Language:

english

File:

PDF, 558 KB

english, 2016

11

A NOTE ON FERGUSSON AND PLATEN: “APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS”

BALLESTRA, LUCA VINCENZO, PACELLI, GRAZIELLA, RADI, DAVIDE

Journal:

Annals of Financial Economics

Year:

2016

Language:

english

File:

PDF, 88 KB

english, 2016

12

A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion

Ballestra, Luca Vincenzo, Pacelli, Graziella, Radi, Davide

Journal:

Chaos, Solitons & Fractals

Year:

2016

Language:

english

File:

PDF, 610 KB

english, 2016

13

A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model

Ballestra, Luca Vincenzo, Pacelli, Graziella

Journal:

Applied Mathematical Finance

Year:

2009

Language:

english

File:

PDF, 579 KB

english, 2009

14

A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications

Luca Vincenzo Ballestra, Graziella Pacelli

Journal:

Engineering Analysis with Boundary Elements

Year:

2012

Language:

english

File:

PDF, 242 KB

english, 2012

15

A hybrid method for pricing European options based on multiple assets with transaction costs

Pacelli, Graziella, Recchioni, Maria Cristina, Zirilli, Francesco

Journal:

Applied Mathematical Finance

Year:

1999

Language:

english

File:

PDF, 453 KB

english, 1999

16

Una caratterizzazione di un indice equivalente al valore attuale

Graziella Pacelli

Journal:

Decisions in Economics and Finance

Year:

1988

Language:

italian

File:

PDF, 733 KB

italian, 1988

17

An interior point algorithm for global optimal solutions and KKT points

Pacelli, Graziella, Recchioni, Maria Cristina

Journal:

Optimization Methods and Software

Year:

2001

Language:

english

File:

PDF, 876 KB

english, 2001

18

Optimal-control methods for two new classes of smart obstacles in time-dependent acoustic scattering

Lorella Fatone, Graziella Pacelli, Maria Cristina Recchioni, Francesco Zirilli

Journal:

Journal of Engineering Mathematics

Year:

2006

Language:

english

File:

PDF, 775 KB

english, 2006

19

An operator splitting harmonic differential quadrature approach to solve Young’s model for life insurance risk

Luca Vincenzo Ballestra, Massimiliano Ottaviani, Graziella Pacelli

Journal:

Insurance: Mathematics and Economics

Year:

2012

Language:

english

File:

PDF, 257 KB

english, 2012

20

Valuing risky debt: A new model combining structural information with the reduced-form approach

Ballestra, Luca Vincenzo, Pacelli, Graziella

Journal:

Insurance: Mathematics and Economics

Year:

2014

Language:

english

File:

PDF, 511 KB

english, 2014

21

On a variational formulation used in credit risk modeling

Graziella Pacelli, Luca Vincenzo Ballestra

Journal:

Finance Research Letters

Year:

2010

Language:

english

File:

PDF, 212 KB

english, 2010

22

A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate

Ballestra, Luca Vincenzo, Pacelli, Graziella

Journal:

Applied Numerical Mathematics

Year:

2014

Language:

english

File:

PDF, 316 KB

english, 2014

23

Computing survival probabilities based on stochastic differential models

Andreoli, Alessandro, Ballestra, Luca Vincenzo, Pacelli, Graziella

Journal:

Journal of Computational and Applied Mathematics

Year:

2015

Language:

english

File:

PDF, 415 KB

english, 2015

24

Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology

Ballestra, Luca Vincenzo, Guerrini, Luca, Pacelli, Graziella

Journal:

International Journal of Bifurcation and Chaos

Year:

2014

Language:

english

File:

PDF, 465 KB

english, 2014

25

On some nonlinear boundary value problem on the poincaré disc with discontinuous data—II

Garth Baker, Graziella Pacelli, Francesco Zirilli

Journal:

Nonlinear Analysis: Theory, Methods & Applications

Year:

1986

Language:

english

File:

PDF, 574 KB

english, 1986

26

Valuing investment projects under interest rate risk: empirical evidence from European firms

Ballestra, Luca Vincenzo, Pacelli, Graziella, Radi, Davide

Journal:

Applied Economics

Year:

2017

Language:

english

File:

PDF, 1.11 MB

english, 2017

27

The Changing Role of Salespeople and the Unchanging Feeling Toward Selling: Implications for the HEI Programs

Ballestra, Luca Vincenzo, Cardinali, Silvio, Palanga, Paola, Pacelli, Graziella

Journal:

Journal of Marketing Education

Year:

2017

Language:

english

File:

PDF, 478 KB

english, 2017

28

Computing the survival probability density function in jump-diffusion models: A new approach based on radial basis functions

Luca Vincenzo Ballestra, Graziella Pacelli

Journal:

Engineering Analysis with Boundary Elements

Year:

2011

Language:

english

File:

PDF, 926 KB

english, 2011

29

From insurance risk to credit portfolio management: a new approach to pricing CDOs

Andreoli, Alessandro, Ballestra, Luca Vincenzo, Pacelli, Graziella

Journal:

Quantitative Finance

Year:

2016

Language:

english

File:

PDF, 1018 KB

english, 2016

30

Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market

Ballestra, Luca Vincenzo, Pacelli, Graziella, Radi, Davide

Journal:

Quantitative Finance

Year:

2016

Language:

english

File:

PDF, 582 KB

english, 2016

31

Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach

Andreoli, Alessandro, Ballestra, Luca Vincenzo, Pacelli, Graziella

Journal:

Computational Economics

Year:

2016

Language:

english

File:

PDF, 688 KB

english, 2016

To build up a library is to create a life. It’s never just a random collection of books.

— Carlos María Domínguez

Official channel

Z-Library Desktop Launcher

Z-Library Since 2009 support@1delivery.pm

EnglishРусскийEspañolItalianoελληνικάاللغة العربيةBahasa IndonesiaBahasa Malaysiaहिन्दीDeutschFrançaisPortuguêsУкраїнськаPolski中文繁體中文日本語Tiếng ViệtAzərbaycan DiliՀայոց լեզուภาษาไทยTürk Diliქართველიবাংলাپښتوతెలుగుاردو한국어SrpskiБългарски