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 1 12 28 170
Bank's strategies during the financial crisis 0 0 0 39 0 0 7 82
Box-constrained vector optimization: a steepest descent method without “a priori” scalarization 0 0 0 180 0 1 13 913
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 0 0 2 36 0 2 15 129
From bond yield to macroeconomic instability: The effect of negative interest rates 0 0 0 76 1 2 13 157
Increasing Graduation and Calling for More Autonomy in Higher Education: Is It a Good Thing? A Theoretical Model 0 0 2 61 2 2 20 135
Total Working Papers 0 0 4 432 4 19 96 1,586

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 0 27 0 3 19 125
A hybrid method for pricing European options based on multiple assets with transaction costs 0 0 0 94 0 1 8 340
A path following method for box-constrained multiobjective optimization with applications to goal programming problems 0 0 0 3 0 1 7 16
An approach to identifying micro behavior: How banks’ strategies influence financial cycles 0 0 1 6 0 1 16 58
An explicitly solvable Heston model with stochastic interest rate 0 0 0 28 2 2 15 101
An explicitly solvable multi‐scale stochastic volatility model: Option pricing and calibration problems 0 0 0 1 0 0 6 27
Analysis of quadrature methods for pricing discrete barrier options 0 0 0 127 1 1 6 264
Box-constrained multi-objective optimization: A gradient-like method without "a priori" scalarization 0 0 1 30 0 1 12 99
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 0 0 0 6 0 1 9 31
From bond yield to macroeconomic instability: A parsimonious affine model 0 0 2 13 0 0 12 53
Furtivity and Masking Problems in Time-Dependent Electromagnetic Obstacle Scattering 0 0 0 0 1 2 5 8
Inverse Problem for a Class of Two-Dimensional Diffusion Equations with Piecewise Constant Coefficients 0 0 0 0 0 0 6 12
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach 0 0 1 20 0 4 22 104
Monotone Variable–Metric Algorithm for Linearly Constrained Nonlinear Programming 0 0 0 0 0 0 6 13
Opportunity and discrimination in tertiary education: a proposal of aggregation for some European countries 0 0 0 1 1 2 7 18
Spot volatility estimation using the Laplace transform 0 0 0 17 0 0 16 69
Stock return comovements and economic wealth conditions 0 0 0 7 1 1 8 32
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 0 0 0 3 1 1 12 25
Total Journal Articles 0 0 5 383 7 21 192 1,395

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Statistics updated 2026-08-07