Maria Cristina Recchioni

According to our database1, Maria Cristina Recchioni authored at least 12 papers between 1998 and 2017.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2017
From bond yield to macroeconomic instability: A parsimonious affine model.
European Journal of Operational Research, 2017

2016
An explicitly solvable Heston model with stochastic interest rate.
European Journal of Operational Research, 2016

2012
Parallel option pricing on GPU: barrier options and realized variance options.
The Journal of Supercomputing, 2012

2011
A Parallel Code for Time-Dependent acoustic Scattering Involving Passive or Smart Obstacles.
IJHPCA, 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.
European Journal of Operational Research, 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. Meth. of OR, 2003

2001
Quadratically Convergent Method for Simultaneously Approaching the Roots of Polynomial Solutions of a Class of Differential Equations: Application to Orthogonal Polynomials.
Numerical 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


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