6
H index
4
i10 index
151
Citations
Maria Cristina Recchioni : Citation Profile
Università Politecnica delle Marche | RESEARCH PRODUCTION: 18 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (1999 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Maria Cristina Recchioni. | Is cited by:
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Main data
Where Maria Cristina Recchioni has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents | 2 |
| Working Papers / Economics Department, Universitat Jaume I, Castelln (Spain) | 2 |
Recent works citing Maria Cristina Recchioni (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Memory gradient method for multiobjective optimization. (2023). Zhao, Yong ; Yang, Xin Min ; Chen, Wang. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:443:y:2023:i:c:s0096300322008591. Full description at Econpapers || Download paper |
| 2023 | Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation. (2023). Kirkby, Lars J. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:961-978. Full description at Econpapers || Download paper |
| 2023 | Operational research and artificial intelligence methods in banking. (2023). Zhang, Wenke ; Platanakis, Emmanouil ; Gounopoulos, Dimitrios ; Zopounidis, Constantin ; Doumpos, Michalis. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:1-16. Full description at Econpapers || Download paper |
| 2023 | The green-MKS system: A baseline environmental macro-dynamic model. (2023). Sordi, Serena ; Dávila-Fernández, Marwil ; Davila-Fernandez, Marwil J. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:1056-1085. Full description at Econpapers || Download paper |
| 2023 | A limited memory Quasi-Newton approach for multi-objective optimization. (2023). Mansueto, Pierluigi ; Lapucci, Matteo. In: Computational Optimization and Applications. RePEc:spr:coopap:v:85:y:2023:i:1:d:10.1007_s10589-023-00454-7. Full description at Econpapers || Download paper |
| 2023 | Spectral conjugate gradient methods for vector optimization problems. (2023). Chen, Chun-Rong ; Li, Sheng-Jie. In: Computational Optimization and Applications. RePEc:spr:coopap:v:86:y:2023:i:2:d:10.1007_s10589-023-00508-w. Full description at Econpapers || Download paper |
| 2023 | Minskyan model with credit rationing in a network economy. (2023). Montes-Rojas, Gabriel ; Noguera, Deborah. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00446-z. Full description at Econpapers || Download paper |
Works by Maria Cristina Recchioni:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Increasing Graduation and Calling for More Autonomy in Higher Education: Is It a Good Thing? A Theoretical Model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | The Analysis of Real Data Using a Multiscale Stochastic Volatility Model In: European Financial Management. [Full Text][Citation analysis] | article | 2 |
| 2007 | Analysis of quadrature methods for pricing discrete barrier options In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 22 |
| 2015 | A calibration procedure for analyzing stock price dynamics in an agent-based framework In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 70 |
| 2014 | A calibration procedure for analyzing stock price dynamics in an agent-based framework.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
| 2018 | Spot volatility estimation using the Laplace transform In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2008 | Box-constrained multi-objective optimization: A gradient-like method without a priori scalarization In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 9 |
| 2016 | An explicitly solvable Heston model with stochastic interest rate In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 11 |
| 2017 | From bond yield to macroeconomic instability: A parsimonious affine model In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 12 |
| 2019 | Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 3 |
| 2019 | An approach to identifying micro behavior: How banks’ strategies influence financial cycles In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 6 |
| 2006 | Box-constrained vector optimization: a steepest descent method without “a priori†scalarization In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Opportunity and discrimination in tertiary education: a proposal of aggregation for some European countries In: RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies. [Full Text][Citation analysis] | article | 0 |
| 2018 | Stock return comovements and economic wealth conditions In: RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies. [Full Text][Citation analysis] | article | 0 |
| 2016 | From bond yield to macroeconomic instability: The effect of negative interest rates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model.(2017) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 1999 | Inverse Problem for a Class of Two-Dimensional Diffusion Equations with Piecewise Constant Coefficients In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 0 |
| 2000 | Monotone Variable–Metric Algorithm for Linearly Constrained Nonlinear Programming In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 0 |
| 2004 | Furtivity and Masking Problems in Time-Dependent Electromagnetic Obstacle Scattering In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 0 |
| 2003 | A path following method for box-constrained multiobjective optimization with applications to goal programming problems In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 2 |
| 1999 | A hybrid method for pricing European options based on multiple assets with transaction costs In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 0 |
| 2009 | An explicitly solvable multi?scale stochastic volatility model: Option pricing and calibration problems In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 7 |
| 2014 | Banks strategies during the financial crisis In: FinMaP-Working Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team