# Maria Cristina Recchioni

According to our database

Collaborative distances:

^{1}, Maria Cristina Recchioni authored at least 12 papers between 1998 and 2017.Collaborative distances:

## Timeline

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Book In proceedings Article PhD thesis Other## Links

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## Bibliography

2017

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

Eur. J. Oper. Res., 2017

2016

An explicitly solvable Heston model with stochastic interest rate.

Eur. J. Oper. Res., 2016

2012

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

J. Supercomput., 2012

2011

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

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

2009

Differential Equations and Global Optimization.

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

2008

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

2004

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

SIAM J. Scientific Computing, 2004

2003

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

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.

Numer. Algorithms, 2001

2000

A Stochastic Algorithm for Constrained Global Optimization.

J. Global Optimization, 2000

1998

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

SIAM J. Scientific Computing, 1998