IRIS
RUSSO, Emilio
 Distribuzione geografica
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Continente #
NA - Nord America 2.849
AS - Asia 2.298
EU - Europa 1.832
SA - Sud America 587
AF - Africa 188
OC - Oceania 12
Continente sconosciuto - Info sul continente non disponibili 2
Totale 7.768
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Nazione #
US - Stati Uniti d'America 2.719
SG - Singapore 949
UA - Ucraina 494
BR - Brasile 464
IT - Italia 461
CN - Cina 457
DE - Germania 341
VN - Vietnam 272
HK - Hong Kong 193
TR - Turchia 154
SE - Svezia 130
SN - Senegal 128
FI - Finlandia 110
FR - Francia 108
CA - Canada 75
KR - Corea 74
AR - Argentina 42
GB - Regno Unito 41
IN - India 34
MX - Messico 31
RU - Federazione Russa 31
BD - Bangladesh 30
IQ - Iraq 24
BE - Belgio 23
EC - Ecuador 19
ZA - Sudafrica 19
CO - Colombia 18
NL - Olanda 18
ID - Indonesia 17
JP - Giappone 14
PL - Polonia 14
ES - Italia 13
VE - Venezuela 13
AT - Austria 12
AU - Australia 12
PK - Pakistan 12
PE - Perù 11
UZ - Uzbekistan 10
CL - Cile 9
EG - Egitto 9
IE - Irlanda 7
MA - Marocco 7
JM - Giamaica 6
JO - Giordania 6
KE - Kenya 6
OM - Oman 6
PY - Paraguay 6
TT - Trinidad e Tobago 6
CH - Svizzera 5
DZ - Algeria 5
NP - Nepal 5
PH - Filippine 5
AZ - Azerbaigian 4
DO - Repubblica Dominicana 4
PT - Portogallo 4
SA - Arabia Saudita 4
TW - Taiwan 4
AE - Emirati Arabi Uniti 3
ET - Etiopia 3
HN - Honduras 3
KZ - Kazakistan 3
LK - Sri Lanka 3
LT - Lituania 3
RO - Romania 3
UY - Uruguay 3
AO - Angola 2
BO - Bolivia 2
CI - Costa d'Avorio 2
CZ - Repubblica Ceca 2
HR - Croazia 2
LB - Libano 2
MD - Moldavia 2
NG - Nigeria 2
NI - Nicaragua 2
RS - Serbia 2
SY - Repubblica araba siriana 2
TN - Tunisia 2
ZW - Zimbabwe 2
AL - Albania 1
BH - Bahrain 1
BN - Brunei Darussalam 1
BY - Bielorussia 1
CR - Costa Rica 1
DK - Danimarca 1
EU - Europa 1
GA - Gabon 1
GR - Grecia 1
GT - Guatemala 1
IR - Iran 1
KG - Kirghizistan 1
KH - Cambogia 1
KW - Kuwait 1
LV - Lettonia 1
MN - Mongolia 1
MT - Malta 1
MY - Malesia 1
PA - Panama 1
QA - Qatar 1
TJ - Tagikistan 1
TL - Timor Orientale 1
Totale 7.767
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Città #
Chandler 421
Singapore 421
Dallas 301
Jacksonville 279
Hong Kong 182
Boardman 156
Dearborn 141
Beijing 131
Dakar 128
Ashburn 127
Rende 117
San Mateo 113
Ho Chi Minh City 102
Helsinki 84
Izmir 74
Kocaeli 73
Seoul 72
Hanoi 67
Lawrence 65
Roxbury 65
Ann Arbor 56
Bremen 56
Shanghai 56
Hefei 48
Brooklyn 45
Des Moines 44
Strasbourg 44
Cambridge 37
Cosenza 37
Los Angeles 33
Ottawa 31
São Paulo 31
Munich 28
Seattle 28
The Dalles 26
Turku 23
Falkenstein 22
San Francisco 21
Brussels 20
Columbus 20
Ogden 20
Florence 19
London 19
New York 19
Toronto 19
Milan 18
Rome 18
Wilmington 18
Tianjin 17
Montalto Uffugo 16
Rio de Janeiro 15
Inglewood 14
Redwood City 14
Frankfurt am Main 13
Naples 13
Pizzo 13
Tokyo 13
Council Bluffs 12
Dhaka 12
Guangzhou 12
Haiphong 11
Pune 11
Santa Clara 11
Baghdad 10
Boston 10
Brasília 10
Curitiba 10
Johannesburg 10
Atlanta 9
Chicago 9
Guayaquil 9
Salvador 9
Thái Nguyên 9
Warsaw 9
Biên Hòa 8
Lima 8
Da Nang 7
Hải Dương 7
Mexico City 7
Montreal 7
Paola 7
Sacile 7
Tashkent 7
Vienna 7
Caracas 6
Dublin 6
Fortaleza 6
Grafing 6
Madrid 6
Margherita di Savoia 6
Nairobi 6
Phoenix 6
Porto Alegre 6
Quito 6
Ribeirão Preto 6
Altomonte 5
Bauru 5
Cairo 5
Canberra 5
Crotone 5
Totale 4.439
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Nome #
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 173
A lattice approach to evaluate participating policies in a stochastic interest rate framework 160
A binomial approximation for two-state Markovian HJM models 147
A binomial model for pricing US-style average options with reset features 146
A multinomial approach for option pricing under regime-switching jump-diffusion models 143
A reduced lattice model for option pricing under regime-switching 140
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 140
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 138
A flexible lattice model for pricing contingent claims under multiple risk factors 138
A lattice approach to evaluate participating policies in a stochastic interest rate framework 137
A bivariate model for evaluating equity-linked policies with surrender options 133
A forward shooting grid method for option pricing with stochastic volatility 132
A Shifted Tree Model for the Efficient Evaluation of Options with Fixed Dividends 129
A flexible lattice model for pricing options under stochastic interest rate and volatility 127
A Binomial Model for Pricing American-Style Average Options with and without Reset Features 123
A multistage stochastic programming approach for capital budgeting problems under uncertainty 123
A BINOMIAL MODEL FOR VALUING EQUITY-LINKED POLICIES EMBEDDING SURRENDER OPTIONS 120
Computing finite-time survival probabilities using multinomial approximations of risk models 120
Nested Conditional Value-at-Risk portfolio selection: a model with temporal dependence driven by market-index volatility 119
A lattice based model for pricing interest sensitive claims under stochastic volatility 118
A moment-matching method to generate arbitrage-free scenarios 115
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders 115
Compound option pricing under stochastic volatility 112
ON THE MARKOVIAN BEHAVIOR OF ASSET RETURNS 112
Financial Risk Modeling with Markov Chains 111
“A binomial model for valuing equity-linked policies embedding surrender options” 110
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 109
A discrete-time approach to evaluate path-dependent derivatives under a regime-switching risk model 109
A Lattice based model for pricing equity-linked policies with embedded surrender options 108
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder's withdrawals 108
A lattice-based approach for life insurance pricing in a stochastic correlation framework 106
A forward shooting grid method for option pricing with stochastic volatility 106
“A lattice model for pricing equity linked policies” 106
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 106
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 104
Compound option pricing under stochastic volatility 104
Fair valuation of equity-linked policies under insurer default risk 103
A lattice-based approach for life insurance pricing in a stochastic correlation framework 102
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach 101
A bivariate lattice model for valuing options on assets paying discrete dividends 101
A flexible lattice model for fair policy valuations under multiple risk factors 101
On pricing Asian options under stochastic volatility 98
Fair valuation of participating policies embedding a minimum guaranteed bonus rate and a surrender option in a stochastic interest rate framework 98
A lattice model for pricing interest-sensitive claims in a HJM framework 98
Equity-linked endowment policies with or without embedded surrender options 98
A Path-Independent Humped Volatility Model for Option Pricing 97
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework 97
An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market 96
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 94
An adjusted binomial model for pricing Asian options 94
Path-dependent contingent claims and insurance policies 94
Option pricing under regime-switching jump-diffusion models 93
On pricing contingent claims under the double Heston model 91
Portfolio Selection and Risk Management with Markov Chains 89
An adjusted binomial model for pricing European Asian options 88
“Portfolio Selection, VaR and CVaR models with Markov Chains” 88
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders 86
Scenario generator based on the monomial methods 86
An adjusted binomial model for pricing Asian options 83
Portfolio Selection, VaR and CVaR models with Markov Chains 83
A reduced lattice model for option pricing under regime-switching 81
On pricing Asian options under stochastic volatility 79
“A BINOMIAL MODEL FOR PRICING AMERICAN-STYLE AVERAGE OPTIONS WITH RESET FEATURES” 78
A lattice model for valuing options on assets with discrete dividends 75
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions 75
On pricing arithmetic average reset options with multiple reset dates in a lattice framework 73
“On pricing arithmetic average reset options with multiple reset date in a lattice framework” 71
“On pricing European arithmetic average reset options with multiple reset date in a lattice framework” 69
Fair valuation of participating policies in a stochastic interest rate framework 68
Fair valuation of equity-linked policies under default risk 67
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 64
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 62
On binomial discretizations of correlated skew Brownian motions: Applications to option pricing 59
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 58
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 53
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 52
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 51
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 46
Securitization product valuations under multiple risk factors: the case of mortality bonds 46
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 44
A lattice-based algorithm for pricing derivatives in a fractional Brownian motion framework 5
Totale 7.982
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Categoria #
all - tutte 43.297
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 43.297
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021394 0 0 0 0 0 73 17 73 8 147 8 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
2025/20262.536 516 257 497 386 811 69 0 0 0 0 0 0
Totale 7.982