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 1 1 4 143
Bank's strategies during the financial crisis 0 0 0 39 1 1 2 76
Box-constrained vector optimization: a steepest descent method without “a priori” scalarization 0 0 2 180 0 2 6 903
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 0 1 1 35 0 5 7 119
From bond yield to macroeconomic instability: The effect of negative interest rates 0 0 0 76 0 0 2 144
Increasing Graduation and Calling for More Autonomy in Higher Education: Is It a Good Thing? A Theoretical Model 0 0 0 59 2 4 4 119
Total Working Papers 0 1 4 429 4 13 25 1,504

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 3 9 110
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 1 1 5 43
An explicitly solvable Heston model with stochastic interest rate 0 0 1 28 1 1 5 87
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 0 1 3 260
Box-constrained multi-objective optimization: A gradient-like method without "a priori" scalarization 0 0 1 30 3 5 7 93
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 0 0 0 6 1 2 3 24
From bond yield to macroeconomic instability: A parsimonious affine model 0 0 1 11 2 2 5 43
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 0 6
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach 0 1 1 20 1 2 5 84
Monotone Variable–Metric Algorithm for Linearly Constrained Nonlinear Programming 0 0 0 0 1 2 3 9
Opportunity and discrimination in tertiary education: a proposal of aggregation for some European countries 0 0 0 1 0 1 1 12
Spot volatility estimation using the Laplace transform 0 0 0 17 3 4 4 57
Stock return comovements and economic wealth conditions 0 0 0 7 2 3 4 28
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 0 0 0 3 0 2 2 15
Total Journal Articles 0 1 6 380 16 29 60 1,236

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Statistics updated 2025-12-06