Access Statistics for Maria Cristina Recchioni

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A calibration procedure for analyzing stock price dynamics in an agent-based framework 0 0 0 39 1 1 2 140
Bank's strategies during the financial crisis 0 0 0 39 0 1 2 75
Box-constrained vector optimization: a steepest descent method without “a priori” scalarization 1 1 2 179 1 1 3 898
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 0 0 0 34 1 1 4 113
From bond yield to macroeconomic instability: The effect of negative interest rates 0 0 0 76 0 0 0 142
Increasing Graduation and Calling for More Autonomy in Higher Education: Is It a Good Thing? A Theoretical Model 0 0 0 59 0 0 0 115
Total Working Papers 1 1 2 426 3 4 11 1,483

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A calibration procedure for analyzing stock price dynamics in an agent-based framework 0 0 2 26 0 2 5 103
A hybrid method for pricing European options based on multiple assets with transaction costs 0 0 0 93 0 0 0 330
A path following method for box-constrained multiobjective optimization with applications to goal programming problems 0 0 0 3 0 0 0 9
An approach to identifying micro behavior: How banks’ strategies influence financial cycles 0 0 0 5 0 1 1 39
An explicitly solvable Heston model with stochastic interest rate 1 1 1 28 2 2 9 84
An explicitly solvable multi‐scale stochastic volatility model: Option pricing and calibration problems 0 0 0 1 0 0 1 20
Analysis of quadrature methods for pricing discrete barrier options 0 0 0 127 0 0 3 257
Box-constrained multi-objective optimization: A gradient-like method without "a priori" scalarization 0 0 3 29 0 1 6 87
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 0 0 0 6 0 1 2 22
From bond yield to macroeconomic instability: A parsimonious affine model 0 1 3 11 1 2 4 40
Furtivity and Masking Problems in Time-Dependent Electromagnetic Obstacle Scattering 0 0 0 0 1 1 1 3
Inverse Problem for a Class of Two-Dimensional Diffusion Equations with Piecewise Constant Coefficients 0 0 0 0 0 0 2 6
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach 0 0 2 19 0 1 9 80
Monotone Variable–Metric Algorithm for Linearly Constrained Nonlinear Programming 0 0 0 0 1 1 1 7
Opportunity and discrimination in tertiary education: a proposal of aggregation for some European countries 0 0 0 1 0 0 0 11
Spot volatility estimation using the Laplace transform 0 0 0 17 0 0 1 53
Stock return comovements and economic wealth conditions 0 0 0 7 0 0 0 24
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 0 0 0 3 0 0 3 13
Total Journal Articles 1 2 11 376 5 12 48 1,188

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03