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 7 10 150
Bank's strategies during the financial crisis 0 0 0 39 3 4 5 80
Box-constrained vector optimization: a steepest descent method without “a priori” scalarization 0 0 1 180 0 5 10 908
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 0 0 1 35 3 6 12 125
From bond yield to macroeconomic instability: The effect of negative interest rates 0 0 0 76 3 8 10 152
Increasing Graduation and Calling for More Autonomy in Higher Education: Is It a Good Thing? A Theoretical Model 1 2 2 61 3 11 15 130
Total Working Papers 1 2 5 431 12 41 62 1,545

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 8 15 118
A hybrid method for pricing European options based on multiple assets with transaction costs 0 0 1 94 1 6 8 338
A path following method for box-constrained multiobjective optimization with applications to goal programming problems 0 0 0 3 0 4 4 13
An approach to identifying micro behavior: How banks’ strategies influence financial cycles 0 1 1 6 5 10 14 53
An explicitly solvable Heston model with stochastic interest rate 0 0 0 28 0 6 9 93
An explicitly solvable multi‐scale stochastic volatility model: Option pricing and calibration problems 0 0 0 1 1 3 4 24
Analysis of quadrature methods for pricing discrete barrier options 0 0 0 127 0 1 4 261
Box-constrained multi-objective optimization: A gradient-like method without "a priori" scalarization 0 0 1 30 1 5 11 98
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 0 0 0 6 3 6 8 30
From bond yield to macroeconomic instability: A parsimonious affine model 0 1 1 12 0 4 7 47
Furtivity and Masking Problems in Time-Dependent Electromagnetic Obstacle Scattering 0 0 0 0 0 3 3 6
Inverse Problem for a Class of Two-Dimensional Diffusion Equations with Piecewise Constant Coefficients 0 0 0 0 1 4 4 10
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach 0 0 1 20 4 6 10 90
Monotone Variable–Metric Algorithm for Linearly Constrained Nonlinear Programming 0 0 0 0 0 2 4 11
Opportunity and discrimination in tertiary education: a proposal of aggregation for some European countries 0 0 0 1 1 2 3 14
Spot volatility estimation using the Laplace transform 0 0 0 17 0 7 11 64
Stock return comovements and economic wealth conditions 0 0 0 7 1 2 6 30
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 0 0 0 3 2 8 10 23
Total Journal Articles 0 2 6 382 23 87 135 1,323

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Statistics updated 2026-03-04