RUSSO, Emilio

RUSSO, Emilio  

Dipartimento di Economia, Statistica e Finanza "Giovanni Anania"- DESF  

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Titolo Data di pubblicazione Autore(i) File
A binomial approximation for two-state Markovian HJM models 1-gen-2011 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A Binomial Model for Pricing American-Style Average Options with and without Reset Features 1-gen-2005 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A binomial model for pricing US-style average options with reset features 1-gen-2010 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A BINOMIAL MODEL FOR VALUING EQUITY-LINKED POLICIES EMBEDDING SURRENDER OPTIONS 1-gen-2007 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
A bivariate lattice model for valuing options on assets paying discrete dividends 1-gen-2014 De Angelis, P; Martire, A; Russo, Emilio
A bivariate model for evaluating equity-linked policies with surrender options 1-gen-2016 De Angelis, P; Martire, A; Russo, Emilio
A discrete-time approach to evaluate path-dependent derivatives under a regime-switching risk model 1-gen-2020 Russo, Emilio
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders 1-gen-2022 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 1-gen-2021 Russo, Emilio; DE ANGELIS, Paolo; De Marchis, Roberto; Martire Antonio, Luciano
A flexible lattice model for pricing contingent claims under multiple risk factors 1-gen-2018 Russo, Emilio; Staino, Alessandro
A flexible lattice model for pricing options under stochastic interest rate and volatility 1-gen-2017 Russo, Emilio; Staino, A.
A forward shooting grid method for option pricing with stochastic volatility 1-gen-2012 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A forward shooting grid method for option pricing with stochastic volatility 1-gen-2011 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
A lattice approach to evaluate participating policies in a stochastic interest rate framework 1-gen-2021 Costabile, Massimo; Massabo', Ivar; Russo, Emilio; Staino, Alessandro
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework 1-gen-2021 Costabile, Massimo; Massabò, Ivar; Russo, Emilio; Staino, Alessandro
A lattice approach to evaluate participating policies in a stochastic interest rate framework 1-gen-2020 Costabile, Massimo; Massabo', Ivar; Russo, Emilio; Staino, Alessandro
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 1-gen-2018 Russo, Emilio; Staino, Alessandro
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 1-gen-2018 Russo, Emilio; Staino, Alessandro
A Lattice based model for pricing equity-linked policies with embedded surrender options 1-gen-2007 Costabile, Massimo; Massabo', I; Russo, E.
A lattice based model for pricing interest sensitive claims under stochastic volatility 1-gen-2017 Russo, Emilio; Staino, Alessandro