RUSSO, Emilio
RUSSO, Emilio
Dipartimento di Economia, Statistica e Finanza "Giovanni Anania"- DESF
A binomial approximation for two-state Markovian HJM models
2011-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A Binomial Model for Pricing American-Style Average Options with and without Reset Features
2005-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A binomial model for pricing US-style average options with reset features
2010-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A BINOMIAL MODEL FOR VALUING EQUITY-LINKED POLICIES EMBEDDING SURRENDER OPTIONS
2007-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
A bivariate lattice model for valuing options on assets paying discrete dividends
2014-01-01 De Angelis, P; Martire, A; Russo, Emilio
A bivariate model for evaluating equity-linked policies with surrender options
2016-01-01 De Angelis, P; Martire, A; Russo, Emilio
A discrete-time approach to evaluate path-dependent derivatives under a regime-switching risk model
2020-01-01 Russo, Emilio
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders
2022-01-01 DE ANGELIS, Paolo; De Marchis, Roberto; Martire, Antonio L.; Russo, Emilio
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders
2021-01-01 Russo, Emilio; DE ANGELIS, Paolo; De Marchis, Roberto; Martire Antonio, Luciano
A flexible lattice model for fair policy valuations under multiple risk factors
2023-01-01 Devolder, Pierre; Russo, Emilio; Staino, Alessandro
A flexible lattice model for pricing contingent claims under multiple risk factors
2018-01-01 Russo, Emilio; Staino, Alessandro
A flexible lattice model for pricing options under stochastic interest rate and volatility
2017-01-01 Russo, Emilio; Staino, A.
A forward shooting grid method for option pricing with stochastic volatility
2012-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A forward shooting grid method for option pricing with stochastic volatility
2011-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
A lattice approach to evaluate participating policies in a stochastic interest rate framework
2021-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio; Staino, Alessandro
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework
2021-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio; Staino, Alessandro
A lattice approach to evaluate participating policies in a stochastic interest rate framework
2020-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio; Staino, Alessandro
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility
2018-01-01 Russo, Emilio; Staino, Alessandro
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility
2018-01-01 Russo, Emilio; Staino, Alessandro
A Lattice based model for pricing equity-linked policies with embedded surrender options
2007-01-01 Costabile, Massimo; Massabo', I; Russo, E.