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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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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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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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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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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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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