| A calibration procedure for analyzing stock price dynamics in an agent-based framework MC Recchioni, G Tedeschi, M Gallegati Journal of Economic Dynamics and Control 60, 1-25, 2015 | 99 | 2015 |
| The efficiency of the cross-entropy method when estimating the technical coefficients of input–output tables GR Lamonica, MC Recchioni, FM Chelli, L Salvati Spatial Economic Analysis 15 (1), 62-91, 2020 | 91 | 2020 |
| Analysis of quadrature methods for pricing discrete barrier options G Fusai, MC Recchioni Journal of Economic Dynamics and Control 31 (3), 826-860, 2007 | 83 | 2007 |
| Box-constrained multi-objective optimization: a gradient-like method without “a priori” scalarization E Miglierina, E Molho, MC Recchioni European Journal of Operational Research 188 (3), 662-682, 2008 | 75 | 2008 |
| An explicitly solvable Heston model with stochastic interest rate MC Recchioni, Y Sun European Journal of operational research 249 (1), 359-377, 2016 | 52 | 2016 |
| A new approach to modelling the input–output structure of regional economies using non-survey methods AT Flegg, GR Lamonica, FM Chelli, MC Recchioni, T Tohmo Journal of Economic Structures 10, 1-31, 2021 | 45 | 2021 |
| Fourier-Malliavin volatility estimation: Theory and practice ME Mancino, MC Recchioni, S Sanfelici Springer International Publishing, 2017 | 43 | 2017 |
| A quadratically convergent method for linear programming S Herzel, MC Recchioni, F Zirilli Linear Algebra and its Applications 152, 255-289, 1991 | 37 | 1991 |
| Theuse of the Pontryagin maximum principlein a furtivity problem in time-dependent acoustic obstacle scattering F Mariani, MC Recchioni, F Zirilli Waves in Random Media 11 (4), 549, 2001 | 32 | 2001 |
| Fourier spot volatility estimator: asymptotic normality and efficiency with liquid and illiquid high-frequency data ME Mancino, MC Recchioni PloS one 10 (9), e0139041, 2015 | 31 | 2015 |
| An explicitly solvable multi‐scale stochastic volatility model: Option pricing and calibration problems L Fatone, F Mariani, MC Recchioni, F Zirilli Journal of Futures Markets 29 (9), 862-893, 2009 | 30 | 2009 |
| A stochastic algorithm for constrained global optimization MC Recchioni, A Scoccia Journal of Global Optimization 16, 257-270, 2000 | 29 | 2000 |
| A new formalism for time-dependent wave scattering from a bounded obstacle E Mecocci, L Misici, MC Recchioni, F Zirilli The Journal of the Acoustical Society of America 107 (4), 1825-1840, 2000 | 28 | 2000 |
| Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model MC Recchioni, Y Sun, G Tedeschi Quantitative finance 17 (8), 1257-1275, 2017 | 25 | 2017 |
| Population trends and urbanization: Simulating density effects using a local regression approach G Polinesi, MC Recchioni, R Turco, L Salvati, K Rontos, ... ISPRS International Journal of Geo-Information 9 (7), 454, 2020 | 22 | 2020 |
| A path following method for box-constrained multiobjective optimization with applications to goal programming problems MC Recchioni Mathematical Methods of Operations Research 58, 69-85, 2003 | 21 | 2003 |
| Hamilton-based numerical methods for a fluid-membrane interaction in two and three dimensions MC Recchioni, G Russo SIAM Journal on Scientific Computing 19 (3), 861-892, 1998 | 21 | 1998 |
| A non-parametric calibration of the HJM geometry: an application of Itô calculus to financial statistics P Malliavin, ME Mancino, MC Recchioni Japanese Journal of Mathematics 2, 55-77, 2007 | 19 | 2007 |
| The use of wavelets in the operator expansion method for time-dependent acoustic obstacle scattering MC Recchioni, F Zirilli SIAM Journal on Scientific Computing 25 (4), 1158-1186, 2004 | 18 | 2004 |
| From bond yield to macroeconomic instability: A parsimonious affine model MC Recchioni, G Tedeschi European Journal of Operational Research 262 (3), 1116-1135, 2017 | 17 | 2017 |
