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 1 40 0 0 4 142
Bank's strategies during the financial crisis 0 0 0 39 0 0 2 75
Box-constrained vector optimization: a steepest descent method without “a priori” scalarization 0 1 2 180 0 2 4 900
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 0 0 0 34 0 0 4 114
From bond yield to macroeconomic instability: The effect of negative interest rates 0 0 0 76 0 1 2 144
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 0 1 3 428 0 3 16 1,490

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 1 1 3 27 1 2 8 106
A hybrid method for pricing European options based on multiple assets with transaction costs 0 1 1 94 0 1 2 332
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 3 3 4 42
An explicitly solvable Heston model with stochastic interest rate 0 0 1 28 0 2 6 86
An explicitly solvable multi‐scale stochastic volatility model: Option pricing and calibration problems 0 0 0 1 0 0 1 21
Analysis of quadrature methods for pricing discrete barrier options 0 0 0 127 1 1 4 258
Box-constrained multi-objective optimization: A gradient-like method without "a priori" scalarization 0 0 3 29 0 0 5 87
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 0 0 0 6 0 0 1 22
From bond yield to macroeconomic instability: A parsimonious affine model 0 0 2 11 0 0 4 41
Furtivity and Masking Problems in Time-Dependent Electromagnetic Obstacle Scattering 0 0 0 0 0 0 1 3
Inverse Problem for a Class of Two-Dimensional Diffusion Equations with Piecewise Constant Coefficients 0 0 0 0 0 0 1 6
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach 0 0 2 19 1 2 6 82
Monotone Variable–Metric Algorithm for Linearly Constrained Nonlinear Programming 0 0 0 0 0 0 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 0 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 12 378 6 11 47 1,203

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Statistics updated 2025-08-05