Maria Cristina Recchioni
According to our database1, Maria Cristina Recchioni authored at least 12 papers between 1998 and 2017.
Legend:Book In proceedings Article PhD thesis Other
From bond yield to macroeconomic instability: A parsimonious affine model.
Eur. J. Oper. Res., 2017
An explicitly solvable Heston model with stochastic interest rate.
Eur. J. Oper. Res., 2016
Parallel option pricing on GPU: barrier options and realized variance options.
J. Supercomput., 2012
A Parallel Code for Time-Dependent acoustic Scattering Involving Passive or Smart Obstacles.
Int. J. High Perform. Comput. Appl., 2011
Differential Equations and Global Optimization.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009
Box-constrained multi-objective optimization: A gradient-like method without "a priori" scalarization.
Eur. J. Oper. Res., 2008
Blackouts in Power Transmission Networks Due to Spatially Localized Load Anomalies.
Proceedings of the Critical Information Infrastructure Security, 2008
The Use of Wavelets in the Operator Expansion Method for Time-Dependent Acoustic Obstacle Scattering.
SIAM J. Scientific Computing, 2004
A path following method for box-constrained multiobjective optimization with applications to goal programming problems.
Math. Methods Oper. Res., 2003
Quadratically Convergent Method for Simultaneously Approaching the Roots of Polynomial Solutions of a Class of Differential Equations: Application to Orthogonal Polynomials.
Numer. Algorithms, 2001
A Stochastic Algorithm for Constrained Global Optimization.
J. Global Optimization, 2000
Hamilton-based Numerical Methods for a Fluid-Membrane Interaction in Two and Three Dimensions.
SIAM J. Scientific Computing, 1998