IDEAS home Printed from https://ideas.repec.org/f/pre561.html

Maria Cristina Recchioni

Personal Details

First Name:Maria
Middle Name:Cristina
Last Name:Recchioni
Suffix:
RePEc Short-ID:pre561
[This author has chosen not to make the email address public]

Affiliation

Dipartimento di Scienze Economiche e Sociali
Facoltà di Economia "Giorgio Fuà"
Università Politecnica delle Marche

Ancona, Italy
http://www.dises.univpm.it/
RePEc:edi:deancit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Maria Cristina Recchioni & Yu Sun & Gabriele Tedeschi, 2016. "Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model," Working Papers 2016/23, Economics Department, Universitat Jaume I, Castellón (Spain).
  2. Stefano STAFFOLANI & Maria Cristina RECCHIONI, 2016. "Increasing Graduation and Calling for More Autonomy in Higher Education: Is It a Good Thing? A Theoretical Model," Working Papers 419, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  3. Maria Cristina Recchioni & Gabriele Tedeschi, 2016. "From bond yield to macroeconomic instability: The effect of negative interest rates," Working Papers 2016/06, Economics Department, Universitat Jaume I, Castellón (Spain).
  4. Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "A calibration procedure for analyzing stock price dynamics in an agent-based framework," FinMaP-Working Papers 26, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  5. Recchioni, Maria Cristina & Tedeschi, Gabriele & Berardi, Simone, 2014. "Bank's strategies during the financial crisis," FinMaP-Working Papers 25, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  6. Miglierina Enrico & Molho Elena & Recchioni Maria Cristina, 2006. "Box-constrained vector optimization: a steepest descent method without “a priori” scalarization," Economics and Quantitative Methods qf0603, Department of Economics, University of Insubria.

Articles

  1. Mariani, Francesca & Recchioni, Maria Cristina & Ciommi, Mariateresa, 2019. "Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach," European Journal of Operational Research, Elsevier, vol. 275(3), pages 1178-1189.
  2. Tedeschi, Gabriele & Recchioni, Maria Cristina & Berardi, Simone, 2019. "An approach to identifying micro behavior: How banks’ strategies influence financial cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 329-346.
  3. Francesco M. Chelli & Mariateresa Ciommi & Francesca Mariani & Maria Cristina Recchioni, 2018. "Opportunity and discrimination in tertiary education: a proposal of aggregation for some European countries," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 72(2), pages 85-95, April-Jun.
  4. Curato, Imma Valentina & Mancino, Maria Elvira & Recchioni, Maria Cristina, 2018. "Spot volatility estimation using the Laplace transform," Econometrics and Statistics, Elsevier, vol. 6(C), pages 22-43.
  5. Francesco Maria Chelli & Francesca Mariani & Maria Cristina Recchioni & Andrea Rimondi, 2018. "Stock return comovements and economic wealth conditions," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 72(4), pages 5-16, October-D.
  6. Recchioni, Maria Cristina & Tedeschi, Gabriele, 2017. "From bond yield to macroeconomic instability: A parsimonious affine model," European Journal of Operational Research, Elsevier, vol. 262(3), pages 1116-1135.
  7. Maria Cristina Recchioni & Yu Sun & Gabriele Tedeschi, 2017. "Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model," Quantitative Finance, Taylor & Francis Journals, vol. 17(8), pages 1257-1275, August.
  8. Recchioni, M.C. & Sun, Y., 2016. "An explicitly solvable Heston model with stochastic interest rate," European Journal of Operational Research, Elsevier, vol. 249(1), pages 359-377.
  9. Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2015. "A calibration procedure for analyzing stock price dynamics in an agent-based framework," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 1-25.
  10. Lorella Fatone & Francesca Mariani & Maria Cristina Recchioni & Francesco Zirilli, 2013. "The Analysis of Real Data Using a Multiscale Stochastic Volatility Model," European Financial Management, European Financial Management Association, vol. 19(1), pages 153-179, January.
  11. Lorella Fatone & Francesca Mariani & Maria Cristina Recchioni & Francesco Zirilli, 2009. "An explicitly solvable multi‐scale stochastic volatility model: Option pricing and calibration problems," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 29(9), pages 862-893, September.
  12. Miglierina, E. & Molho, E. & Recchioni, M.C., 2008. "Box-constrained multi-objective optimization: A gradient-like method without "a priori" scalarization," European Journal of Operational Research, Elsevier, vol. 188(3), pages 662-682, August.
  13. Fusai, Gianluca & Recchioni, Maria Cristina, 2007. "Analysis of quadrature methods for pricing discrete barrier options," Journal of Economic Dynamics and Control, Elsevier, vol. 31(3), pages 826-860, March.
  14. L. Fatone & M. C. Recchioni & F. Zirilli, 2004. "Furtivity and Masking Problems in Time-Dependent Electromagnetic Obstacle Scattering," Journal of Optimization Theory and Applications, Springer, vol. 121(2), pages 223-257, May.
  15. Maria Cristina Recchioni, 2003. "A path following method for box-constrained multiobjective optimization with applications to goal programming problems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 58(1), pages 69-85, September.
  16. G. Pacelli & M. C. Recchioni, 2000. "Monotone Variable–Metric Algorithm for Linearly Constrained Nonlinear Programming," Journal of Optimization Theory and Applications, Springer, vol. 104(2), pages 255-279, February.
  17. Graziella Pacelli & Maria Cristina Recchioni & Francesco Zirilli, 1999. "A hybrid method for pricing European options based on multiple assets with transaction costs," Applied Mathematical Finance, Taylor & Francis Journals, vol. 6(2), pages 61-85.
  18. M. Mochi & G. Pacelli & M. C. Recchioni & F. Zirilli, 1999. "Inverse Problem for a Class of Two-Dimensional Diffusion Equations with Piecewise Constant Coefficients," Journal of Optimization Theory and Applications, Springer, vol. 100(1), pages 29-57, January.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (3) 2007-01-23 2015-01-31 2015-01-31
  2. NEP-EDU: Education (1) 2016-06-25
  3. NEP-EEC: European Economics (1) 2016-05-28
  4. NEP-FOR: Forecasting (1) 2015-01-31
  5. NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2016-06-25
  6. NEP-MAC: Macroeconomics (1) 2016-05-28
  7. NEP-MON: Monetary Economics (1) 2016-05-28
  8. NEP-NET: Network Economics (1) 2016-06-25

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Maria Cristina Recchioni should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.