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 40 11 19 27 169
Bank's strategies during the financial crisis 0 0 0 39 0 2 7 82
Box-constrained vector optimization: a steepest descent method without “a priori” scalarization 0 0 1 180 1 5 14 913
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 0 1 2 36 2 4 15 129
From bond yield to macroeconomic instability: The effect of negative interest rates 0 0 0 76 1 4 12 156
Increasing Graduation and Calling for More Autonomy in Higher Education: Is It a Good Thing? A Theoretical Model 0 0 2 61 0 3 18 133
Total Working Papers 0 1 5 432 15 37 93 1,582

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 1 27 3 7 20 125
A hybrid method for pricing European options based on multiple assets with transaction costs 0 0 0 94 1 2 8 340
A path following method for box-constrained multiobjective optimization with applications to goal programming problems 0 0 0 3 1 3 7 16
An approach to identifying micro behavior: How banks’ strategies influence financial cycles 0 0 1 6 0 4 18 57
An explicitly solvable Heston model with stochastic interest rate 0 0 0 28 0 6 13 99
An explicitly solvable multi‐scale stochastic volatility model: Option pricing and calibration problems 0 0 0 1 0 3 6 27
Analysis of quadrature methods for pricing discrete barrier options 0 0 0 127 0 2 6 263
Box-constrained multi-objective optimization: A gradient-like method without "a priori" scalarization 0 0 1 30 1 1 12 99
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 0 0 0 6 1 1 9 31
From bond yield to macroeconomic instability: A parsimonious affine model 0 1 2 13 0 6 12 53
Furtivity and Masking Problems in Time-Dependent Electromagnetic Obstacle Scattering 0 0 0 0 1 1 4 7
Inverse Problem for a Class of Two-Dimensional Diffusion Equations with Piecewise Constant Coefficients 0 0 0 0 0 2 6 12
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach 0 0 1 20 3 13 22 103
Monotone Variable–Metric Algorithm for Linearly Constrained Nonlinear Programming 0 0 0 0 0 2 6 13
Opportunity and discrimination in tertiary education: a proposal of aggregation for some European countries 0 0 0 1 1 3 6 17
Spot volatility estimation using the Laplace transform 0 0 0 17 0 5 16 69
Stock return comovements and economic wealth conditions 0 0 0 7 0 1 7 31
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 0 0 0 3 0 1 11 24
Total Journal Articles 0 1 6 383 12 63 189 1,386

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Statistics updated 2026-06-04