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 1 2 39 0 2 5 136
Bank's strategies during the financial crisis 0 0 0 39 0 0 0 70
Box-constrained vector optimization: a steepest descent method without “a priori” scalarization 0 0 1 176 0 0 3 894
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 0 1 2 34 1 3 9 107
From bond yield to macroeconomic instability: The effect of negative interest rates 0 0 2 75 0 0 6 141
Increasing Graduation and Calling for More Autonomy in Higher Education: Is It a Good Thing? A Theoretical Model 0 0 0 58 0 0 0 111
Total Working Papers 0 2 7 421 1 5 23 1,459


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 24 1 2 7 98
A hybrid method for pricing European options based on multiple assets with transaction costs 0 0 0 93 0 0 1 330
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 2 33
An explicitly solvable Heston model with stochastic interest rate 0 0 1 25 1 2 5 67
An explicitly solvable multi‐scale stochastic volatility model: Option pricing and calibration problems 0 0 0 1 1 1 4 19
Analysis of quadrature methods for pricing discrete barrier options 0 0 2 127 0 0 6 252
Box-constrained multi-objective optimization: A gradient-like method without "a priori" scalarization 0 0 1 25 0 0 1 80
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 1 2 2 6 1 2 3 20
From bond yield to macroeconomic instability: A parsimonious affine model 0 0 0 8 0 0 1 35
Furtivity and Masking Problems in Time-Dependent Electromagnetic Obstacle Scattering 0 0 0 0 0 0 0 2
Inverse Problem for a Class of Two-Dimensional Diffusion Equations with Piecewise Constant Coefficients 0 0 0 0 0 1 1 4
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach 0 2 3 16 0 2 7 64
Monotone Variable–Metric Algorithm for Linearly Constrained Nonlinear Programming 0 0 0 0 0 0 0 6
Opportunity and discrimination in tertiary education: a proposal of aggregation for some European countries 0 0 0 1 0 1 1 10
Spot volatility estimation using the Laplace transform 0 0 3 17 0 0 7 50
Stock return comovements and economic wealth conditions 0 0 1 6 0 0 3 23
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 0 0 1 2 0 0 2 8
Total Journal Articles 1 4 14 359 4 12 51 1,110


Statistics updated 2022-11-05