IRIS
RECCHIONI, Maria Cristina
 Distribuzione geografica
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Continente #
NA - Nord America 4.622
EU - Europa 2.694
AS - Asia 776
AF - Africa 43
Continente sconosciuto - Info sul continente non disponibili 5
OC - Oceania 5
SA - Sud America 1
Totale 8.146
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Nazione #
US - Stati Uniti d'America 4.616
UA - Ucraina 561
IT - Italia 545
SE - Svezia 408
IE - Irlanda 319
CN - Cina 264
DE - Germania 252
DK - Danimarca 208
SG - Singapore 204
TR - Turchia 167
GB - Regno Unito 146
FI - Finlandia 116
KR - Corea 107
FR - Francia 83
CI - Costa d'Avorio 43
BE - Belgio 34
IN - India 21
AU - Australia 5
EU - Europa 5
NL - Olanda 5
IR - Iran 4
RU - Federazione Russa 4
AT - Austria 3
BG - Bulgaria 3
CZ - Repubblica Ceca 3
ID - Indonesia 3
CA - Canada 2
CR - Costa Rica 2
HK - Hong Kong 2
TT - Trinidad e Tobago 2
TW - Taiwan 2
BR - Brasile 1
CH - Svizzera 1
GR - Grecia 1
LB - Libano 1
LU - Lussemburgo 1
PL - Polonia 1
VN - Vietnam 1
Totale 8.146
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Città #
Chandler 588
Jacksonville 567
Fairfield 459
Dublin 318
Boardman 300
Ashburn 261
Woodbridge 210
Wilmington 207
Des Moines 196
Seattle 178
Houston 175
Ann Arbor 152
Lawrence 128
Princeton 128
San Mateo 127
Cambridge 123
New York 114
Singapore 59
Centro 54
San Diego 53
Ancona 49
Abidjan 43
Brussels 32
Salerno 28
London 27
Beijing 26
Ascoli Piceno 24
Shanghai 23
Wuhan 21
Guangzhou 17
Orciano Di Pesaro 17
Pune 17
Washington 16
Auburn Hills 14
Los Angeles 14
Norwalk 14
Redmond 12
Dallas 11
Helsinki 11
Milan 11
Marche 10
Rome 10
Tolentino 10
Acerra 9
Chiswick 8
Florence 8
Jiaxing 8
Jinan 7
Pesaro 7
Pescara 7
Wuxi 7
Falerone 6
Fermo 6
Jinhua 6
Kilburn 6
Nanjing 6
Odense 6
Quanzhou 6
Shenzhen 6
Campochiaro 5
Falconara Marittima 5
Montecassiano 5
Wandsworth 5
Campobasso 4
Civitanova Marche 4
Fano 4
Heze 4
Macerata 4
Seregno 4
Southwark 4
Yiwu 4
Acton 3
Bandung 3
Berlin 3
Caserta 3
Castelbellino 3
Chicago 3
Jesi 3
L'aquila 3
Napoli 3
New Bedfont 3
Novara 3
Parma 3
Prescot 3
Ravenna 3
San Benedetto Del Tronto 3
Santa Clara 3
The Hague 3
Arima 2
Avezzano 2
Cagliari 2
Casalecchio di Reno 2
Chizhou 2
Copenhagen 2
Council Bluffs 2
Dalian 2
Dongyang 2
Frankfurt am Main 2
Hangzhou 2
Hostivice 2
Totale 5.090
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Nome #
An explicitly solvable Heston model with stochastic interest rate 113
A method to solve an acoustic inverse scattering problem involving smart obstacles 109
Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour,using filtering and maximum likelihood 107
Increasing graduation and calling for more autonomy in higher education: is it a good thing? A theoretical model 103
A perturbative approach to acoustic scattering from a vibrating bounded obstacle 101
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach 100
Analysis of quadrature methods for pricing discrete barrier options 99
An explicitly solvable multi-scale stochastic volatility model: option pricing and calibration problems 96
Testing for correlation between survival probabilities: An analytically tractable stochastic model 95
A new formalism for time-dependent wave scattering from a bounded obstacle 93
A quadratically convergent method for linear programming 93
Differential equations and global optimization 92
A Monotonic variable metric algorithm for linearly constrained nonlinear programming 91
A numerical method for time dependent acoustic scattering problems involving smart obstacles and incoming waves of small wavelengths 90
Asset allocation models in a generalized Heston framework using a gradient like vector optimization algorithm 90
Blackouts in power transmission networks due to spatially localized load anomalies 89
A masking problem in time dependent acoustic obstacle scattering 87
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 86
Calibration of a multiscale stochastic volatility model using European option prices 84
Wavelet Bases Made of Piecewise Polynomial Functions:Theory and Applications 84
null 83
Population trends and urbanization: Simulating density effects using a local regression approach 83
Smart Beta Allocation and Macroeconomic Variables: The Impact of COVID-19 82
Optimal-control methods for two new classes of smart obstacles in time-dependent acoustic scattering 82
DIRECT AND INVERSE ACOUSTIC SCATTERING PROBLEMS INVOLVING SMART OBSTACLES , IN JOURNAL OF INVERSE AND ILL-POSED PROBLEMS 81
A Video Game Based on Elementary Differential Equations 81
A path following method for box-constrained multiobjective optimization with applications to goal programming problems 80
An Analytically Tractable Multi-asset Stochastic Volatility Model 80
Modelling Wealth Inequality: A Structural Vector Autoregression Approach 80
A Multiobjective Optimization Algorithmto Solve Nonlinear Systems 79
Direct and inverse acoustic scattering problems involving smart obstacles 79
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 78
“A method to compute the transition probability density associated to a multifactor Cox-Ingersoll-Ross model of the term structure of interest rate with no drift term” 77
Box-constrained multiobjective optimization: a gradient-like method without "a priori" scalarization 76
A spectral approach to solve box-constrained multi-objective optimization problems 76
The behaviour of smart obstacles in electromagnetic scattering: mathematical models as optimal control problems Applied Computational Electromagnetics Society Journal 75
The use of the Pontryagin maximum principle in a furtivity problem in time dependent acoustic obstacle scattering 74
The behaviour of smart obstacles in electromagnetic scattering: mathematical models as optimal control problems 74
A Trading Execution Model Based on Mean Field Games and Optimal Control 74
Parallel option pricing on GPU: barrier options and realized variance options 74
Filtering and maximum likelihood methods inthe calibration of some stochastic volatility models of mathematical finance 73
A stochastic algorithm for constrained global optimization 71
A numerical method to solve an acoustic inverse scattering problem involving ghost obstacles 71
A parallel code for time dependent acoustic scattering involving passive or smart obstacles 71
A new formalism for time dependent electromagnetic scattering from bounded obstacle 71
Toward a Complex Spatial History? Tracing the (non-stationary) Economic Disparities between Northern and Southern Italy 71
"Inverse problem for a class of two dimensional equations with piecewise constant coefficients" 70
Quadratically convergent method for simultaneously approaching the roots of polynomial solutions of a class of differential equations: application to orthogonal polynomials 70
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 68
The calibration of the Heston stochastic volatility model using filtering and maximum likelihood methods 68
A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO Index linked policies 68
Spectral concentration phenomena for Laplace operator with the Dirichlet boundary condition on a cavity 67
Three dimensional Time Harmonic Electromagnetic Inverse Scattering: The Reconstruction of the Shape and the Impedance of an Obstacle 67
Levy Processes and Option Pricing by Recursive Quadrature 66
A Video Game Based on Optimal Control and Elementary Statistics 66
A calibration procedure for analyzing stock price dynamics in an agent-based framework 66
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance 65
null 65
null 64
A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles 63
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems 63
A parallel numerical method to solve high frequency ghost obstacle acoustic scattering problems 62
“Schedule optimization in a deregulation train transportation system” 62
Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data 61
From bond yield to macroeconomic instability: A parsimonious affine model 61
Modified Newton's method in Circular Interval Arithmetic 61
null 61
An interior point method for linearly constrained multiobjective optimization based on suitable descent directions 60
A non-parametric calibration of the HJM geometry: an application of Itô calculus to financial statistics 60
Some control problems for the Maxwell equations related to furtivity and masking problems in electromagnetic obstacle scattering 60
A tail-revisited Markowitz mean-variance approach and a portfolio network centrality 60
The Time Harmonic Field in a Disturbed Half - Space: An Existence Theorem and a Computational Method 59
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 59
A new approach to modelling the input–output structure of regional economies using non‑survey methods 59
Furtivity and masking problems in time dependent electromagnetic obstacle scattering 58
Hamilton-based numerical methods for a fluid-membrane interaction in two and three dimensions 58
The analysis of real data using a stochastic dynamical system able to model spiky prices 58
A global optimization approach to software testing 58
Speculative bubbles in agricultural commodity prices: detection and forecasting via market indicators 58
The use of statistical tests to calibrate the normal SABR model 57
Mathematical models of 'active' obstacles in acoustic scattering 56
The Barone-Adesi Whaley Formula to Price American Options Revisited 56
A gradient like algorithm for linearly constrained multi-objective optimization 54
Homogeneous and heterogeneous traffic of data packets on complex networks: the traffic congestion phenomenon 54
Taming financial systemic risk: models, instruments and early warning indicators 54
Utopia points of linearly constrained multi-objective optimization problems: A characterization theorem and a numerical method 53
Asymptotic eigenvalue degeneracy for a class of three dimensional Fokker Planck operators 53
Spot volatility estimation using the Laplace transform 53
An inverse problem for a class of two dimensional diffusion equation with piecewise constant coeffcients 52
Some Explicit Formulae for the Hull and White Stochastic Volatility Model 52
The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility 52
Acoustic scattering cross sections of smart obstacles: a case study 52
The use of wavelets in the operator expansion method for time dependent acoustic obstacle scattering 52
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration 51
A hybrid method for pricing European options based on multiple assets 50
Research Seminars in Mathematical Finance: Stochastic Volatility Models, Option Pricing, Calibration 49
The SABR Model: Explicit Formulae of the Moments of the Forward Prices/Rates Variable and Series Expansions of the Transition Probability Density and of the Option Prices 49
An interior point algorithm for global optimal solutions and KKT points 49
A multiscale stochastic volatility model in mathematical finance 49
Stock return comovements and economic wealth conditions 49
Totale 7.065
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Categoria #
all - tutte 43.034
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 43.034
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020714 0 0 108 14 112 4 123 8 127 11 31 176
2020/20211.908 74 187 208 36 293 137 178 144 170 166 210 105
2021/20221.105 56 318 31 58 16 45 71 96 58 68 95 193
2022/20231.849 165 195 160 153 121 358 0 111 449 13 73 51
2023/20241.046 206 34 59 152 182 171 26 41 8 19 7 141
2024/2025536 275 166 95 0 0 0 0 0 0 0 0 0
Totale 8.300