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 2 3 6 145
Bank's strategies during the financial crisis 0 0 0 39 0 1 2 76
Box-constrained vector optimization: a steepest descent method without “a priori” scalarization 0 0 2 180 2 3 8 905
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 0 0 1 35 1 4 8 120
From bond yield to macroeconomic instability: The effect of negative interest rates 0 0 0 76 3 3 5 147
Increasing Graduation and Calling for More Autonomy in Higher Education: Is It a Good Thing? A Theoretical Model 1 1 1 60 5 9 9 124
Total Working Papers 1 1 5 430 13 23 38 1,517

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 1 4 9 111
A hybrid method for pricing European options based on multiple assets with transaction costs 0 0 1 94 0 0 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 0 1 4 43
An explicitly solvable Heston model with stochastic interest rate 0 0 1 28 0 1 5 87
An explicitly solvable multi‐scale stochastic volatility model: Option pricing and calibration problems 0 0 0 1 2 2 3 23
Analysis of quadrature methods for pricing discrete barrier options 0 0 0 127 0 1 3 260
Box-constrained multi-objective optimization: A gradient-like method without "a priori" scalarization 0 0 1 30 2 7 8 95
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 0 0 0 6 2 4 5 26
From bond yield to macroeconomic instability: A parsimonious affine model 1 1 2 12 1 3 6 44
Furtivity and Masking Problems in Time-Dependent Electromagnetic Obstacle Scattering 0 0 0 0 1 1 2 4
Inverse Problem for a Class of Two-Dimensional Diffusion Equations with Piecewise Constant Coefficients 0 0 0 0 1 1 1 7
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach 0 1 1 20 2 4 6 86
Monotone Variable–Metric Algorithm for Linearly Constrained Nonlinear Programming 0 0 0 0 0 2 3 9
Opportunity and discrimination in tertiary education: a proposal of aggregation for some European countries 0 0 0 1 0 0 1 12
Spot volatility estimation using the Laplace transform 0 0 0 17 4 8 8 61
Stock return comovements and economic wealth conditions 0 0 0 7 1 3 5 29
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 0 0 0 3 1 3 3 16
Total Journal Articles 1 2 7 381 18 45 74 1,254

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Statistics updated 2026-01-09