Maria Cristina Recchioni

According to our database, Maria Cristina Recchioni authored at least 17 papers between 1998 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2022

Short-Term Mortality Fluctuations and Longevity Risk-Adjusted Age: Learning the Resilience of a Country to a Health Shock.

Gloria Polinesi, Maria Cristina Recchioni, Andrea Rimondi, Anton Sysoev

Comput., 2022

A tail-revisited Markowitz mean-variance approach and a portfolio network centrality.

Francesca Mariani, Gloria Polinesi, Maria Cristina Recchioni

Comput. Manag. Sci., 2022

2021

The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications.

Maria Cristina Recchioni, Giulia Iori, Gabriele Tedeschi, Michelle S. Ouellette

Eur. J. Oper. Res., 2021

2020

Population Trends and Urbanization: Simulating Density Effects Using a Local Regression Approach.

Gloria Polinesi, Maria Cristina Recchioni, Rosario Turco, Luca Salvati, Kostas Rontos, Jesús Rodrigo-Comino, Federico Benassi

ISPRS Int. J. Geo Inf., 2020

2019

Merton's portfolio problem including market frictions: A closed-form formula supporting the shadow price approach.

Francesca Mariani, Maria Cristina Recchioni, Mariateresa Ciommi

Eur. J. Oper. Res., 2019

2017

From bond yield to macroeconomic instability: A parsimonious affine model.

Maria Cristina Recchioni, Gabriele Tedeschi

Eur. J. Oper. Res., 2017

2016

An explicitly solvable Heston model with stochastic interest rate.

Maria Cristina Recchioni, Y. Sun

Eur. J. Oper. Res., 2016

2012

Parallel option pricing on GPU: barrier options and realized variance options.

Lorella Fatone, Marco Giacinti, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

J. Supercomput., 2012

2011

A Parallel Code for Time-Dependent acoustic Scattering Involving Passive or Smart Obstacles.

Silvio Migliori, Giovanni Bracco, Lorella Fatone, Maria Cristina Recchioni, Francesco Zirilli

Int. J. High Perform. Comput. Appl., 2011

2009

Differential Equations and Global Optimization.

Maurizio Bruglieri, Pierluigi Maponi, Maria Cristina Recchioni, Francesco Zirilli

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

2008

Box-constrained multi-objective optimization: A gradient-like method without "a priori" scalarization.

Enrico Miglierina, Elena Molho, Maria Cristina Recchioni

Eur. J. Oper. Res., 2008

Blackouts in Power Transmission Networks Due to Spatially Localized Load Anomalies.

Carla Dionisi, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Proceedings of the Critical Information Infrastructure Security, 2008

2004

The Use of Wavelets in the Operator Expansion Method for Time-Dependent Acoustic Obstacle Scattering.

Maria Cristina Recchioni, Francesco Zirilli

SIAM J. Sci. Comput., 2004

2003

A path following method for box-constrained multiobjective optimization with applications to goal programming problems.

Maria Cristina Recchioni

Math. Methods Oper. Res., 2003

2001

Quadratically Convergent Method for Simultaneously Approaching the Roots of Polynomial Solutions of a Class of Differential Equations: Application to Orthogonal Polynomials.

Maria Cristina Recchioni

Numer. Algorithms, 2001

2000

A Stochastic Algorithm for Constrained Global Optimization.

Maria Cristina Recchioni, A. Scoccia

J. Glob. Optim., 2000

1998

Hamilton-based Numerical Methods for a Fluid-Membrane Interaction in Two and Three Dimensions.

Maria Cristina Recchioni, Giovanni Russo

SIAM J. Sci. Comput., 1998