RUSSO, Emilio
 Distribuzione geografica
Continente #
EU - Europa 85
Totale 85
Nazione #
IT - Italia 85
Totale 85
Città #
Rende 70
Montalto Uffugo 9
Cosenza 2
Napoli 1
Reggio Calabria 1
Totale 83
Nome #
A binomial approximation for two-state Markovian HJM models, file ddc632d3-4fc9-321f-e053-1705fe0abc09 6
A binomial model for pricing US-style average options with reset features, file ddc632d3-528e-321f-e053-1705fe0abc09 5
On pricing contingent claims under the double Heston model, file ddc632d3-5485-321f-e053-1705fe0abc09 5
Option pricing under regime-switching jump-diffusion models, file ddc632d3-58e5-321f-e053-1705fe0abc09 5
Portfolio Selection and Risk Management with Markov Chains, file ddc632d3-76b6-321f-e053-1705fe0abc09 5
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint, file c20c964e-8996-4acc-a69f-51f0be5214ca 4
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions, file 964d8ac8-3cd6-4244-9e70-37677cc9d49c 3
Financial Risk Modeling with Markov Chains, file ddc632d3-510f-321f-e053-1705fe0abc09 3
Path-dependent contingent claims and insurance policies, file ddc632d3-8038-321f-e053-1705fe0abc09 3
On pricing arithmetic average reset options with multiple reset dates in a lattice framework, file ddc632d3-9d2b-321f-e053-1705fe0abc09 3
Computing finite-time survival probabilities using multinomial approximations of risk models, file ddc632d3-9dfb-321f-e053-1705fe0abc09 3
A Shifted Tree Model for the Efficient Evaluation of Options with Fixed Dividends, file ddc632d3-fc34-321f-e053-1705fe0abc09 3
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility, file ddc632d4-7da2-321f-e053-1705fe0abc09 3
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods, file 95a80065-fbc4-4dc3-848b-9f1c73109988 2
“A binomial model for valuing equity-linked policies embedding surrender options”, file ddc632d3-51f4-321f-e053-1705fe0abc09 2
A reduced lattice model for option pricing under regime-switching, file ddc632d3-581a-321f-e053-1705fe0abc09 2
A bivariate model for evaluating equity-linked policies with surrender options, file ddc632d3-59de-321f-e053-1705fe0abc09 2
Fair valuation of equity-linked policies under insurer default risk, file ddc632d3-5e2d-321f-e053-1705fe0abc09 2
Compound option pricing under stochastic volatility, file ddc632d3-7771-321f-e053-1705fe0abc09 2
An adjusted binomial model for pricing Asian options, file ddc632d3-7928-321f-e053-1705fe0abc09 2
On pricing Asian options under stochastic volatility, file ddc632d3-7988-321f-e053-1705fe0abc09 2
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals, file ddc632d4-b70b-321f-e053-1705fe0abc09 2
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint, file 5d7a6465-5379-48de-8331-a7dbce7ebc68 1
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods, file cfcad9ba-8ac1-4ce8-93d5-74fc4c7cd673 1
A moment-matching method to generate arbitrage-free scenarios, file ddc632d3-5a22-321f-e053-1705fe0abc09 1
A forward shooting grid method for option pricing with stochastic volatility, file ddc632d3-a0ea-321f-e053-1705fe0abc09 1
Compound option pricing under stochastic volatility, file ddc632d3-a5d5-321f-e053-1705fe0abc09 1
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility, file ddc632d4-0125-321f-e053-1705fe0abc09 1
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals, file ddc632d4-7d60-321f-e053-1705fe0abc09 1
A flexible lattice model for pricing contingent claims under multiple risk factors, file ddc632d4-b25d-321f-e053-1705fe0abc09 1
“On pricing arithmetic average reset options with multiple reset date in a lattice framework”, file ddc632d4-b659-321f-e053-1705fe0abc09 1
Compound option pricing under stochastic volatility, file ddc632d4-b6a6-321f-e053-1705fe0abc09 1
Nested Conditional Value-at-Risk portfolio selection: a model with temporal dependence driven by market-index volatility, file ddc632d4-f992-321f-e053-1705fe0abc09 1
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model, file ddc632d5-542f-321f-e053-1705fe0abc09 1
A lattice approach to evaluate participating policies in a stochastic interest rate framework, file ddc632d5-60c7-321f-e053-1705fe0abc09 1
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders, file ddc632d6-004c-321f-e053-1705fe0abc09 1
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods, file ddc632d6-229d-321f-e053-1705fe0abc09 1
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods, file ddc632d6-2616-321f-e053-1705fe0abc09 1
Totale 85
Categoria #
all - tutte 103
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 103


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20204 1 0 0 0 0 0 1 0 1 1 0 0
2020/20211 0 0 0 0 0 0 1 0 0 0 0 0
2021/20228 0 0 1 1 0 0 0 0 0 2 1 3
2022/202312 1 0 1 0 0 2 2 0 5 0 1 0
2023/20241 0 0 0 1 0 0 0 0 0 0 0 0
Totale 85