Graziella Pacelli

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

Luca Vincenzo Ballestra, Graziella Pacelli · Journal of Economic Dynamics and Control · 2013 · 78 citations

Numerical Analysis, Option Pricing, Engineering +11

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

Luca Vincenzo Ballestra, Graziella Pacelli · Engineering Analysis with Boundary Elements · 2011 · 45 citations

Radial Basis Functions, Engineering, Jump-diffusion Models +10

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 · Engineering Analysis with Boundary Elements · 2012 · 40 citations

Engineering, Diffusion Process, Stochastic Calculus +9

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

Luca Vincenzo Ballestra, Graziella Pacelli, Davide Radi · Chaos Solitons & Fractals · 2016 · 37 citations

Option Pricing, Asset Pricing, Derivative Pricing +5

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

Luca Vincenzo Ballestra, Silvio Cardinali, Paola Palanga et al. · Journal of Marketing Education · 2017 · 25 citations

Customer Satisfaction, Hei Programs, Consumer Research +20