IRIS
RUSSO, Emilio
 Distribuzione geografica
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Continente #
NA - Nord America 3.523
AS - Asia 3.078
EU - Europa 2.112
SA - Sud America 811
AF - Africa 229
OC - Oceania 13
Continente sconosciuto - Info sul continente non disponibili 5
Totale 9.771
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Nazione #
US - Stati Uniti d'America 3.342
SG - Singapore 1.117
BR - Brasile 592
IT - Italia 564
CN - Cina 542
VN - Vietnam 528
UA - Ucraina 499
DE - Germania 356
HK - Hong Kong 206
FR - Francia 199
TR - Turchia 170
SN - Senegal 131
SE - Svezia 130
FI - Finlandia 115
BD - Bangladesh 90
CA - Canada 85
AR - Argentina 74
KR - Corea 74
IN - India 69
GB - Regno Unito 61
MX - Messico 54
IQ - Iraq 49
RU - Federazione Russa 39
CO - Colombia 37
ID - Indonesia 37
EC - Ecuador 32
PK - Pakistan 32
ZA - Sudafrica 29
NL - Olanda 26
BE - Belgio 23
SA - Arabia Saudita 22
VE - Venezuela 22
JP - Giappone 20
PL - Polonia 20
MY - Malesia 16
UZ - Uzbekistan 16
AT - Austria 14
CL - Cile 14
ES - Italia 14
AU - Australia 13
EG - Egitto 13
PE - Perù 13
PH - Filippine 13
MA - Marocco 11
PY - Paraguay 11
IE - Irlanda 9
JO - Giordania 8
KE - Kenya 8
NP - Nepal 8
OM - Oman 8
TT - Trinidad e Tobago 8
UY - Uruguay 8
BO - Bolivia 7
DZ - Algeria 7
JM - Giamaica 7
TN - Tunisia 7
RO - Romania 6
AE - Emirati Arabi Uniti 5
AZ - Azerbaigian 5
CH - Svizzera 5
DO - Repubblica Dominicana 5
ET - Etiopia 5
KZ - Kazakistan 5
NG - Nigeria 5
AL - Albania 4
CR - Costa Rica 4
CZ - Repubblica Ceca 4
GT - Guatemala 4
HN - Honduras 4
LB - Libano 4
LK - Sri Lanka 4
PA - Panama 4
PS - Palestinian Territory 4
PT - Portogallo 4
TW - Taiwan 4
CI - Costa d'Avorio 3
HR - Croazia 3
LT - Lituania 3
LY - Libia 3
MD - Moldavia 3
MN - Mongolia 3
XK - ???statistics.table.value.countryCode.XK??? 3
AO - Angola 2
BG - Bulgaria 2
IL - Israele 2
KH - Cambogia 2
NI - Nicaragua 2
PR - Porto Rico 2
QA - Qatar 2
RS - Serbia 2
SY - Repubblica araba siriana 2
TH - Thailandia 2
ZW - Zimbabwe 2
AM - Armenia 1
BA - Bosnia-Erzegovina 1
BB - Barbados 1
BH - Bahrain 1
BN - Brunei Darussalam 1
BY - Bielorussia 1
DK - Danimarca 1
Totale 9.754
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Città #
Singapore 512
Chandler 421
Dallas 307
San Jose 287
Jacksonville 279
Ashburn 220
Hong Kong 194
Ho Chi Minh City 187
Boardman 157
Dearborn 141
Beijing 140
Dakar 131
Rende 123
Hanoi 121
San Mateo 113
Council Bluffs 101
Helsinki 86
Izmir 75
Kocaeli 73
Seoul 72
Lauterbourg 70
Lawrence 65
Roxbury 65
Shanghai 57
Ann Arbor 56
Bremen 56
Hefei 48
Brooklyn 47
Des Moines 44
Strasbourg 44
São Paulo 44
Los Angeles 41
Cosenza 40
Cambridge 37
Columbus 34
New York 32
Ottawa 31
Santa Clara 29
Seattle 29
Munich 28
The Dalles 26
Rome 25
Da Nang 24
Milan 24
San Francisco 24
Tianjin 23
Turku 23
Falkenstein 22
Florence 22
Haiphong 22
London 21
Toronto 21
Brussels 20
Ogden 20
Frankfurt am Main 19
Rio de Janeiro 19
Wilmington 18
Guangzhou 17
Naples 17
Montalto Uffugo 16
Tokyo 16
Dhaka 15
Johannesburg 15
Mexico City 15
Warsaw 15
Baghdad 14
Inglewood 14
Pune 14
Redwood City 14
Biên Hòa 13
Pizzo 13
Bologna 12
Boston 12
Chicago 12
Curitiba 12
Tashkent 12
Thái Nguyên 12
Brasília 11
Guayaquil 11
Hillsboro 11
Riyadh 11
Can Tho 10
Hải Dương 10
Karachi 10
Orem 10
Quito 10
Salvador 10
Atlanta 9
Montreal 9
Ninh Bình 9
Amsterdam 8
Ankara 8
Cairo 8
Chennai 8
Erbil 8
Fortaleza 8
Lahore 8
Lima 8
Nairobi 8
Paola 8
Totale 5.501
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Nome #
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 201
A lattice approach to evaluate participating policies in a stochastic interest rate framework 184
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 180
A binomial model for pricing US-style average options with reset features 179
A multistage stochastic programming approach for capital budgeting problems under uncertainty 179
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 177
A binomial approximation for two-state Markovian HJM models 174
A flexible lattice model for pricing contingent claims under multiple risk factors 173
A multinomial approach for option pricing under regime-switching jump-diffusion models 169
A forward shooting grid method for option pricing with stochastic volatility 168
A reduced lattice model for option pricing under regime-switching 166
A lattice approach to evaluate participating policies in a stochastic interest rate framework 164
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders 161
A bivariate model for evaluating equity-linked policies with surrender options 157
A Binomial Model for Pricing American-Style Average Options with and without Reset Features 151
A flexible lattice model for pricing options under stochastic interest rate and volatility 151
A Shifted Tree Model for the Efficient Evaluation of Options with Fixed Dividends 150
A BINOMIAL MODEL FOR VALUING EQUITY-LINKED POLICIES EMBEDDING SURRENDER OPTIONS 140
A moment-matching method to generate arbitrage-free scenarios 140
Nested Conditional Value-at-Risk portfolio selection: a model with temporal dependence driven by market-index volatility 140
A lattice-based approach for life insurance pricing in a stochastic correlation framework 138
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 137
Computing finite-time survival probabilities using multinomial approximations of risk models 137
A lattice based model for pricing interest sensitive claims under stochastic volatility 136
A flexible lattice model for fair policy valuations under multiple risk factors 136
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder's withdrawals 133
A discrete-time approach to evaluate path-dependent derivatives under a regime-switching risk model 133
A bivariate lattice model for valuing options on assets paying discrete dividends 132
Compound option pricing under stochastic volatility 132
On pricing Asian options under stochastic volatility 131
Financial Risk Modeling with Markov Chains 130
ON THE MARKOVIAN BEHAVIOR OF ASSET RETURNS 130
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach 129
A forward shooting grid method for option pricing with stochastic volatility 129
A lattice-based approach for life insurance pricing in a stochastic correlation framework 128
Compound option pricing under stochastic volatility 128
“A binomial model for valuing equity-linked policies embedding surrender options” 127
A Lattice based model for pricing equity-linked policies with embedded surrender options 127
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 127
Fair valuation of equity-linked policies under insurer default risk 126
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 126
A Path-Independent Humped Volatility Model for Option Pricing 125
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 124
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders 123
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework 123
A lattice model for pricing interest-sensitive claims in a HJM framework 120
Equity-linked endowment policies with or without embedded surrender options 119
“A lattice model for pricing equity linked policies” 118
Scenario generator based on the monomial methods 115
Fair valuation of participating policies embedding a minimum guaranteed bonus rate and a surrender option in a stochastic interest rate framework 113
Option pricing under regime-switching jump-diffusion models 113
“Portfolio Selection, VaR and CVaR models with Markov Chains” 112
A reduced lattice model for option pricing under regime-switching 112
An adjusted binomial model for pricing European Asian options 108
An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market 108
An adjusted binomial model for pricing Asian options 107
Portfolio Selection and Risk Management with Markov Chains 106
Path-dependent contingent claims and insurance policies 106
Portfolio Selection, VaR and CVaR models with Markov Chains 105
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions 105
On pricing contingent claims under the double Heston model 102
Fair valuation of participating policies in a stochastic interest rate framework 97
An adjusted binomial model for pricing Asian options 95
On pricing Asian options under stochastic volatility 95
“A BINOMIAL MODEL FOR PRICING AMERICAN-STYLE AVERAGE OPTIONS WITH RESET FEATURES” 94
On pricing arithmetic average reset options with multiple reset dates in a lattice framework 94
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 93
“On pricing arithmetic average reset options with multiple reset date in a lattice framework” 92
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 87
“On pricing European arithmetic average reset options with multiple reset date in a lattice framework” 85
Fair valuation of equity-linked policies under default risk 85
A lattice model for valuing options on assets with discrete dividends 83
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 82
On binomial discretizations of correlated skew Brownian motions: Applications to option pricing 81
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 79
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 75
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 71
Securitization product valuations under multiple risk factors: the case of mortality bonds 65
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 59
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 58
A lattice-based algorithm for pricing derivatives in a fractional Brownian motion framework 53
Pricing a guaranteed annuity option under a stochastic correlation setting 31
Efficient pricing of interest rate derivatives under a sticky diffusion 15
Totale 9.989
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Categoria #
all - tutte 48.618
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 48.618
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202168 0 0 0 0 0 0 0 0 0 0 0 68
2021/2022824 10 144 27 44 82 20 10 130 6 13 108 230
2022/20231.007 191 132 23 102 135 89 11 129 110 29 35 21
2023/2024604 71 41 58 49 43 40 23 71 42 39 47 80
2024/20251.404 32 192 80 60 133 131 77 52 148 67 105 327
2025/20264.543 516 257 497 386 811 340 526 218 274 367 155 196
Totale 9.989