Maria Cristina Recchioni
机构: Full Professor in Statistics, Università Politecnica delle Marche
每年引用次数
引用次数
引用: 1,285
H-指数: 18
I10-指数 : 46
出版物: 198
An Analytically Tractable Multi-asset Stochastic Volatility Model
Maria Cristina Recchioni , Adina Scoccia
Applied mathematical sciences 8 1339 -1355
3
2014
A method for computing the transition probability density associated with a multifactor Cox-Ingersoll-Ross model of the term structure of interest rates with no drift term
Lorella Fatone , Graziella Pacelli , Maria Cristina Recchioni , Francesco Zirilli
Nonlinear Analysis: Hybrid Systems 2 ( 1) 144 -183
2
2008
A hybrid method for pricing European options based on multiple assets with transaction costs
Graziella Pacelli , Maria Cristina Recchioni , Francesco Zirilli
Applied Mathematical Finance 6 ( 2) 61 -85
1
1999
A masking problem in time dependent acoustic obstacle scattering
Lorella Fatone , Maria Cristina Recchioni , Francesco Zirilli
Acoustics Research Letters Online-arlo 5 ( 2) 25 -30
12
2004
An interior point algorithm for global optimal solutions and KKT points
Graziella Pacelli , Maria Cristina Recchioni
Optimization Methods & Software 15 225 -256
8
2001
A calibration procedure for analyzing stock price dynamics in an agent-based framework
Maria Cristina Recchioni , Gabriele Tedeschi , Mauro Gallegati
Journal of Economic Dynamics and Control 60 1 -25
51
2015
Analysis of quadrature methods for pricing discrete barrier options
Gianluca Fusai , Maria Cristina Recchioni
Journal of Economic Dynamics and Control 31 ( 3) 826 -860
57
2007
A new formalism for time-dependent electromagnetic scattering from a bounded obstacle
Maria Cristina Recchioni , Francesco Zirilli
Journal of Engineering Mathematics 47 ( 1) 17 -43
7
2003
Asset Allocation Models in a Generalized Heston Framework Using a Gradient Like Vector Optimization Algorithm
Maria Cristina Recchioni , Adina Scoccia
Applied mathematical sciences 9 5887 -5905
2015
Testing for correlation between survival probabilities: An analytically tractable stochastic model
Maria Cristina Recchioni , Adina Scoccia
Applied mathematical sciences 10 3075 -3085
2016
Hamilton-based Numerical Methods for a Fluid-Membrane Interaction in Two and Three Dimensions
Maria Cristina Recchioni , Giovanni Russo
SIAM Journal on Scientific Computing 19 ( 3) 861 -892
11
1998
The Use of Wavelets in the Operator Expansion Method for Time-Dependent Acoustic Obstacle Scattering
Maria Cristina Recchioni , Francesco Zirilli
SIAM Journal on Scientific Computing 25 ( 4) 1158 -1186
12
2004
The use of statistical tests to calibrate the normal SABR model
Lorella Fatone , Francesca Mariani , Maria Cristina Recchioni , Francesco Zirilli
Journal of Inverse and Ill-posed Problems 21 ( 1) 59 -84
4
2013
Some Control Problems for the Maxwell Equations Related to Furtivity and Masking Problems in Electromagnetic Obstacle Scattering
Lorella Fatone , Maria Cristina Recchioni , Francesco Zirilli
Springer, Berlin, Heidelberg 189 -194
6
2003
Homogeneous and Heterogeneous Traffic of Data Packets on Complex Networks: The Traffic Congestion Phenomenon
Alfonso Farina , Antonio Graziano , Francesca Mariani , Maria Cristina Recchioni
Communications and Network 04 ( 2) 157 -182
5
2012
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model
Lorella Fatone , Francesca Mariani , Maria Cristina Recchioni , Francesco Zirilli
European Financial Management 19 ( 1) 153 -179
12
2013
The Use of Optimization in the Reconstruction of Obstacles from Acoustic or Electromagnetic Scattering Data
Pierluigi Maponi , Maria Cristina Recchioni , Francesco Zirilli
Large-Scale Optimization with Applications 92 81 -100
7
1997
A Quadratically Convergent Method for Linear Programming
Stefano Herzel , Maria Cristina Recchioni , Francesco Zirilli
Linear Algebra and its Applications 152 255 -289
20
1991
Acoustic Scattering Cross Sections of Smart Obstacles: A Case Study
Lorella Fatone , Maria Cristina Recchioni , Francesco Zirilli
Communications in Computational Physics 10 ( 3) 672 -694
2011
A Parallel Code for Time-Dependent acoustic Scattering Involving Passive or Smart Obstacles
Silvio Migliori , Giovanni Bracco , Lorella Fatone , Maria Cristina Recchioni
ieee international conference on high performance computing data and analytics 25 ( 1) 70 -92
1
2011