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 5 8 16 158
Bank's strategies during the financial crisis 0 0 0 39 2 5 7 82
Box-constrained vector optimization: a steepest descent method without “a priori” scalarization 0 0 1 180 3 4 14 912
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 1 1 2 36 1 5 13 127
From bond yield to macroeconomic instability: The effect of negative interest rates 0 0 0 76 2 6 12 155
Increasing Graduation and Calling for More Autonomy in Higher Education: Is It a Good Thing? A Theoretical Model 0 1 2 61 3 6 18 133
Total Working Papers 1 2 5 432 16 34 80 1,567

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 2 7 18 122
A hybrid method for pricing European options based on multiple assets with transaction costs 0 0 1 94 1 2 8 339
A path following method for box-constrained multiobjective optimization with applications to goal programming problems 0 0 0 3 1 2 6 15
An approach to identifying micro behavior: How banks’ strategies influence financial cycles 0 0 1 6 4 9 18 57
An explicitly solvable Heston model with stochastic interest rate 0 0 0 28 2 6 15 99
An explicitly solvable multi‐scale stochastic volatility model: Option pricing and calibration problems 0 0 0 1 2 4 6 27
Analysis of quadrature methods for pricing discrete barrier options 0 0 0 127 2 2 6 263
Box-constrained multi-objective optimization: A gradient-like method without "a priori" scalarization 0 0 1 30 0 1 11 98
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 0 0 0 6 0 3 8 30
From bond yield to macroeconomic instability: A parsimonious affine model 1 1 2 13 4 6 12 53
Furtivity and Masking Problems in Time-Dependent Electromagnetic Obstacle Scattering 0 0 0 0 0 0 3 6
Inverse Problem for a Class of Two-Dimensional Diffusion Equations with Piecewise Constant Coefficients 0 0 0 0 1 3 6 12
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach 0 0 1 20 7 14 20 100
Monotone Variable–Metric Algorithm for Linearly Constrained Nonlinear Programming 0 0 0 0 2 2 6 13
Opportunity and discrimination in tertiary education: a proposal of aggregation for some European countries 0 0 0 1 2 3 5 16
Spot volatility estimation using the Laplace transform 0 0 0 17 3 5 16 69
Stock return comovements and economic wealth conditions 0 0 0 7 1 2 7 31
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 0 0 0 3 0 3 11 24
Total Journal Articles 1 1 7 383 34 74 182 1,374

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Statistics updated 2026-05-06