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Recchioni, Maria Cristina
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Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
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OLC EcoSci
ECONIS (ZBW)
47
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EconStor
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1
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model
Fatone, Lorella
;
Mariani, Francesca
;
Recchioni, Maria …
- In:
European financial management : the journal of the …
19
(
2013
)
1
,
pp. 153-179
Persistent link: https://www.econbiz.de/10010070080
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2
The analysis of real data using a stochastic dynamical system able to model spiky prices
Fatone, Lorella
;
Mariani, Francesca
;
Recchioni, Maria …
- In:
Journal of mathematical finance
2
(
2012
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10010079615
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3
An explicitly solvable multi-scale stochastic volatility model: Option pricing and calibration problems
Fatone, Lorella
;
Mariani, Francesca
;
Recchioni, Maria …
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 862
Persistent link: https://www.econbiz.de/10008276999
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4
PAPERS - A hybrid method for pricing European options based on multiple assets with transaction costs
Pacelli, Graziella
;
Recchioni, Maria Cristina
;
Zirilli, …
- In:
Applied mathematical finance
6
(
1999
)
2
,
pp. 61-86
Persistent link: https://www.econbiz.de/10008218056
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5
A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
;
Zirilli, …
- In:
Journal of banking & finance
31
(
2007
)
11
,
pp. 3420-3437
Persistent link: https://www.econbiz.de/10007869919
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6
A Class of Global Optimization Problems as Models of the Phase Unwrapping Problem
Maponi, Pierluigi
;
Zirilli, Francesco
- In:
Journal of global optimization : an international …
21
(
2001
)
3
,
pp. 289-316
Persistent link: https://www.econbiz.de/10007170567
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7
A path following method for box-constrained multiobjective optimization with applications to goal programming problems
Recchioni, Maria Cristina
- In:
Mathematical methods of operations research
58
(
2003
)
1
,
pp. 69-86
Persistent link: https://www.econbiz.de/10006612661
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8
Analysis of quadrature methods for pricing discrete barrier options
Fusai, Gianluca
;
Recchioni, Maria Cristina
- In:
Journal of economic dynamics & control
31
(
2007
)
3
,
pp. 826-860
Persistent link: https://www.econbiz.de/10007598949
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