The following pages link to Maria Cristina Recchioni (Q237798):
Displayed 50 items.
- (Q320944) (redirect page) (← links)
- An explicitly solvable Heston model with stochastic interest rate (Q320946) (← links)
- The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility (Q428367) (← links)
- Furtivity and masking problems in time-dependent electromagnetic obstacle scattering. (Q703172) (← links)
- A quadratically convergent method for linear programming (Q808185) (← links)
- Optimal-control methods for two new classes of smart obstacles in time-dependent acoustic scattering (Q870709) (← links)
- A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics (Q1000328) (← links)
- 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 (Q1005306) (← links)
- Analysis of quadrature methods for pricing discrete barrier options (Q1017005) (← links)
- Pricing realized variance options using integrated stochastic variance options in the heston stochastic volatility model (Q1030860) (← links)
- Inverse problem for a class of two-dimensional diffusion equations with piecewise constant coefficients (Q1281964) (← links)
- Three-dimensional time harmonic electromagnetic inverse scattering: The reconstruction of the shape and the impedance of an obstacle (Q1361225) (← links)
- A new formalism for time-dependent electromagnetic scattering from a bounded obstacle (Q1418933) (← links)
- A path following method for box-constrained multiobjective optimization with applications to goal programming problems (Q1423708) (← links)
- Monotone variable-metric algorithm for linearly constrained nonlinear programming (Q1579655) (← links)
- A stochastic algorithm for constrained global optimization (Q1580434) (← links)
- A calibration procedure for analyzing stock price dynamics in an agent-based framework (Q1657455) (← links)
- From bond yield to macroeconomic instability: a parsimonious affine model (Q1683157) (← links)
- Merton's portfolio problem including market frictions: a closed-form formula supporting the shadow price approach (Q1719648) (← links)
- Modified Newton method in circular interval arithmetic (Q1904962) (← links)
- The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533) (← links)
- A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (Q2090116) (← links)
- Bias-optimal vol-of-vol estimation: the role of window overlapping (Q2145695) (← links)
- Box-constrained multi-objective optimization: A gradient-like method without ``a priori'' scalarization (Q2475812) (← links)
- A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO index linked policies (Q2513448) (← links)
- An interior point algorithm for global optimal solutions and KKT points (Q2770190) (← links)
- The use of the Pontryagin maximum principle in a furtivity problem in time-dependent acoustic obstacle scattering (Q2770858) (← links)
- The use of statistical tests to calibrate the normal SABR model (Q2848386) (← links)
- (Q2892428) (← links)
- Fourier-Malliavin Volatility Estimation (Q2953881) (← links)
- A PERTURBATIVE APPROACH TO ACOUSTIC SCATTERING FROM A VIBRATING BOUNDED OBSTACLE (Q2981715) (← links)
- (Q3068487) (← links)
- (Q3437616) (← links)
- (Q3538711) (← links)
- A method to solve an acoustic inverse scattering problem involving smart obstacles (Q3576443) (← links)
- (Q4352298) (← links)
- (Q4370911) (← links)
- Hamilton-based Numerical Methods for a Fluid-Membrane Interaction in Two and Three Dimensions (Q4389274) (← links)
- The Use of Wavelets in the Operator Expansion Method for Time-Dependent Acoustic Obstacle Scattering (Q4442517) (← links)
- (Q4450204) (← links)
- Time harmonic electromagnetic scattering from a bounded obstacle: An existence theorem and a computational method (Q4498438) (← links)
- A hybrid method for pricing European options based on multiple assets with transaction costs (Q4541569) (← links)
- Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model (Q4555139) (← links)
- (Q4654816) (← links)
- Asymptotic eigenvalue degeneracy for a class of three-dimensional Fokker–Planck operators (Q4837350) (← links)
- The time harmonic electromagnetic field in a disturbed half-space: An existence theorem and a computational method (Q5284241) (← links)
- Direct and inverse acoustic scattering problems involving smart obstacles (Q5290344) (← links)
- A numerical method to solve an acoustic inverse scattering problem involving ghost obstacles (Q5295307) (← links)
- Spectral concentration phenomena for the Laplace operator with the Dirichlet boundary condition on a cavity (Q5316037) (← links)
- Maximum likelihood estimation of the parameters of a system of stochastic differential equations that models the returns of the index of some classes of hedge funds (Q5432657) (← links)