Maria Cristina Recchioni - researchr alias

researchr

You are not signed in
Sign in
Sign up

Viewing Publication 1 - 15 from 15

2022

A tail-revisited Markowitz mean-variance approach and a portfolio network centralityFrancesca Mariani, Gloria Polinesi, Maria Cristina Recchioni. cms, 19(3):425-455, 2022. [doi]

Short-Term Mortality Fluctuations and Longevity Risk-Adjusted Age: Learning the Resilience of a Country to a Health ShockGloria Polinesi, Maria Cristina Recchioni, Andrea Rimondi, Anton Sysoev. computation, 10(4):47, 2022. [doi]

2021

The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applicationsMaria Cristina Recchioni, Giulia Iori, Gabriele Tedeschi, Michelle S. Ouellette. eor, 293(1):336-360, 2021. [doi]

2020

Population Trends and Urbanization: Simulating Density Effects Using a Local Regression ApproachGloria Polinesi, Maria Cristina Recchioni, Rosario Turco, Luca Salvati, Kostas Rontos, Jesús Rodrigo-Comino, Federico Benassi. ijgi, 9(7):454, 2020. [doi]

2019

Merton's portfolio problem including market frictions: A closed-form formula supporting the shadow price approachFrancesca Mariani, Maria Cristina Recchioni, Mariateresa Ciommi. eor, 275(3):1178-1189, 2019. [doi]

2017

From bond yield to macroeconomic instability: A parsimonious affine modelMaria Cristina Recchioni, Gabriele Tedeschi. eor, 262(3):1116-1135, 2017. [doi]

2012

Parallel option pricing on GPU: barrier options and realized variance optionsLorella Fatone, Marco Giacinti, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli. tjs, 62(3):1480-1501, 2012. [doi]

2011

A Parallel Code for Time-Dependent acoustic Scattering Involving Passive or Smart ObstaclesSilvio Migliori, Giovanni Bracco, Lorella Fatone, Maria Cristina Recchioni, Francesco Zirilli. ijhpca, 25(1):70-92, 2011. [doi]

2008

Blackouts in Power Transmission Networks Due to Spatially Localized Load AnomaliesCarla Dionisi, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli. critis 2009: 1-13 [doi]

Box-constrained multi-objective optimization: A gradient-like method without a priori scalarizationE. Miglierina, E. Molho, Maria Cristina Recchioni. eor, 188(3):662-682, 2008. [doi]

2004

The Use of Wavelets in the Operator Expansion Method for Time-Dependent Acoustic Obstacle ScatteringMaria Cristina Recchioni, Francesco Zirilli. siamsc, 25(4):1158-1186, 2004. [doi]

2003

A path following method for box-constrained multiobjective optimization with applications to goal programming problemsMaria Cristina Recchioni. mmor, 58(1):69-85, 2003. [doi]

2001

Quadratically Convergent Method for Simultaneously Approaching the Roots of Polynomial Solutions of a Class of Differential Equations: Application to Orthogonal PolynomialsMaria Cristina Recchioni. na, 28(1-4):285-308, 2001. [doi]

2000

A Stochastic Algorithm for Constrained Global OptimizationMaria Cristina Recchioni, A. Scoccia. jgo, 16(3):257-270, 2000. [doi]

1998

Hamilton-based Numerical Methods for a Fluid-Membrane Interaction in Two and Three DimensionsMaria Cristina Recchioni, Giovanni Russo. siamsc, 19(3):861-892, 1998. [doi]

Sign in or sign up to see more results.

runs on WebDSL