Graziella Pacelli

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

Luca Vincenzo Ballestra, Graziella Pacelli, Alessandro Andreoli, 2018 .

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

Luca Vincenzo Ballestra, Graziella Pacelli, Luca Guerrini, 2014, Int. J. Bifurc. Chaos.

Computing survival probabilities based on stochastic differential models

Luca Vincenzo Ballestra, Graziella Pacelli, Alessandro Andreoli, 2015, J. Comput. Appl. Math..

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

Graziella Pacelli, Francesco Zirilli, Francesca Mariani, 2008, Optim. Lett..

An interior point algorithm for global optimal solutions and KKT points

Graziella Pacelli, Maria Cristina Recchioni, M. C. Recchioni, 2001 .

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

Luca Vincenzo Ballestra, Graziella Pacelli, 2014 .

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

Luca Vincenzo Ballestra, Graziella Pacelli, L. Ballestra, 2013 .

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

Graziella Pacelli, Maria Cristina Recchioni, Francesco Zirilli, 2006 .

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, 2016 .

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, L. Ballestra, 2012 .

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

Luca Vincenzo Ballestra, Graziella Pacelli, Luca Guerrini, 2013 .

On a variational formulation used in credit risk modeling

Luca Vincenzo Ballestra, Graziella Pacelli, L. Ballestra, 2010 .

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

Luca Vincenzo Ballestra, Graziella Pacelli, Davide Radi, 2016 .

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

Luca Vincenzo Ballestra, Graziella Pacelli, L. Ballestra, 2011 .

Inverse Problem for a Class of Two-Dimensional Diffusion Equations with Piecewise Constant Coefficients

Graziella Pacelli, Maria Cristina Recchioni, Francesco Zirilli, 1999 .