IRIS
RUSSO, Emilio
 Distribuzione geografica
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Continente #
NA - Nord America 2.168
EU - Europa 1.450
AS - Asia 603
AF - Africa 128
OC - Oceania 12
SA - Sud America 6
Continente sconosciuto - Info sul continente non disponibili 1
Totale 4.368
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Nazione #
US - Stati Uniti d'America 2.108
UA - Ucraina 483
IT - Italia 373
DE - Germania 282
SG - Singapore 209
CN - Cina 174
TR - Turchia 148
SE - Svezia 125
SN - Senegal 121
FR - Francia 67
CA - Canada 55
FI - Finlandia 31
HK - Hong Kong 25
GB - Regno Unito 22
BE - Belgio 21
KR - Corea 19
IN - India 15
RU - Federazione Russa 15
AU - Australia 12
NL - Olanda 7
IE - Irlanda 5
CH - Svizzera 4
PT - Portogallo 4
TW - Taiwan 4
ES - Italia 3
MX - Messico 3
PE - Perù 3
PL - Polonia 3
BR - Brasile 2
LK - Sri Lanka 2
NG - Nigeria 2
ZW - Zimbabwe 2
AR - Argentina 1
AZ - Azerbaigian 1
BD - Bangladesh 1
CZ - Repubblica Ceca 1
DO - Repubblica Dominicana 1
EG - Egitto 1
EU - Europa 1
GR - Grecia 1
IQ - Iraq 1
JM - Giamaica 1
JP - Giappone 1
KE - Kenya 1
KG - Kirghizistan 1
LV - Lettonia 1
MT - Malta 1
PH - Filippine 1
RO - Romania 1
SA - Arabia Saudita 1
ZA - Sudafrica 1
Totale 4.368
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Città #
Chandler 421
Jacksonville 279
Singapore 179
Boardman 154
Dearborn 141
Dakar 121
San Mateo 113
Rende 111
Izmir 74
Kocaeli 73
Ashburn 65
Lawrence 65
Roxbury 65
Ann Arbor 56
Bremen 56
Shanghai 54
Des Moines 44
Strasbourg 44
Cambridge 37
Brooklyn 35
Ottawa 31
Helsinki 28
Seattle 24
Beijing 21
Brussels 20
Ogden 20
Wilmington 18
Los Angeles 17
Rome 17
Seoul 17
Toronto 17
Hong Kong 16
Montalto Uffugo 16
San Francisco 15
Florence 14
Inglewood 14
Redwood City 14
Cosenza 13
Milan 12
Pune 11
Guangzhou 9
Naples 8
Pizzo 7
Sacile 7
Santa Clara 7
Grafing 6
Margherita di Savoia 6
Munich 6
Paola 6
Altomonte 5
Canberra 5
Crotone 5
Dublin 5
Francavilla al Mare 5
Kingston upon Thames 5
Norwalk 5
Reggio Calabria 5
Rozzano 5
Bozeman 4
Catania 4
Central 4
Haikou 4
Nanjing 4
New York 4
North Bergen 4
Sydney 4
Yiwu 4
Dipignano 3
Frankfurt am Main 3
Hefei 3
Houston 3
Jiaxing 3
Lappeenranta 3
Lima 3
London 3
Madrid 3
Markham 3
Melbourne 3
Montreal 3
Vibo Valentia 3
Berlin 2
Bocale 2
Boston 2
Colombo 2
Correggio 2
Enschede 2
Harare 2
Hebei 2
Jinhua 2
Katsina 2
Mexico City 2
Namdong-gu 2
New Bedfont 2
Nuoro 2
Onex 2
Rogliano 2
Sintra 2
Spezzano Albanese 2
Tolentino 2
Troia 2
Totale 2.764
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Nome #
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 117
A Shifted Tree Model for the Efficient Evaluation of Options with Fixed Dividends 98
A lattice approach to evaluate participating policies in a stochastic interest rate framework 98
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 92
A binomial approximation for two-state Markovian HJM models 91
A binomial model for pricing US-style average options with reset features 91
Nested Conditional Value-at-Risk portfolio selection: a model with temporal dependence driven by market-index volatility 89
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 88
“A binomial model for valuing equity-linked policies embedding surrender options” 87
A flexible lattice model for pricing contingent claims under multiple risk factors 87
A flexible lattice model for pricing options under stochastic interest rate and volatility 85
A bivariate model for evaluating equity-linked policies with surrender options 84
A multinomial approach for option pricing under regime-switching jump-diffusion models 84
Computing finite-time survival probabilities using multinomial approximations of risk models 84
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 83
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 83
A lattice approach to evaluate participating policies in a stochastic interest rate framework 83
A reduced lattice model for option pricing under regime-switching 82
Financial Risk Modeling with Markov Chains 78
A forward shooting grid method for option pricing with stochastic volatility 78
Compound option pricing under stochastic volatility 76
A lattice based model for pricing interest sensitive claims under stochastic volatility 75
Equity-linked endowment policies with or without embedded surrender options 74
A Binomial Model for Pricing American-Style Average Options with and without Reset Features 72
“A lattice model for pricing equity linked policies” 70
A moment-matching method to generate arbitrage-free scenarios 70
A BINOMIAL MODEL FOR VALUING EQUITY-LINKED POLICIES EMBEDDING SURRENDER OPTIONS 69
A multistage stochastic programming approach for capital budgeting problems under uncertainty 69
An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market 68
A discrete-time approach to evaluate path-dependent derivatives under a regime-switching risk model 68
Fair valuation of equity-linked policies under insurer default risk 65
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder's withdrawals 64
On pricing Asian options under stochastic volatility 63
Compound option pricing under stochastic volatility 63
A Lattice based model for pricing equity-linked policies with embedded surrender options 62
A bivariate lattice model for valuing options on assets paying discrete dividends 62
An adjusted binomial model for pricing Asian options 62
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders 62
ON THE MARKOVIAN BEHAVIOR OF ASSET RETURNS 61
Scenario generator based on the monomial methods 61
On pricing contingent claims under the double Heston model 61
Portfolio Selection and Risk Management with Markov Chains 60
An adjusted binomial model for pricing European Asian options 60
Option pricing under regime-switching jump-diffusion models 58
A lattice model for pricing interest-sensitive claims in a HJM framework 57
“A BINOMIAL MODEL FOR PRICING AMERICAN-STYLE AVERAGE OPTIONS WITH RESET FEATURES” 57
An adjusted binomial model for pricing Asian options 56
Path-dependent contingent claims and insurance policies 56
A forward shooting grid method for option pricing with stochastic volatility 53
Portfolio Selection, VaR and CVaR models with Markov Chains 53
A Path-Independent Humped Volatility Model for Option Pricing 52
On pricing Asian options under stochastic volatility 52
On pricing arithmetic average reset options with multiple reset dates in a lattice framework 49
“On pricing arithmetic average reset options with multiple reset date in a lattice framework” 48
A flexible lattice model for fair policy valuations under multiple risk factors 46
Fair valuation of participating policies embedding a minimum guaranteed bonus rate and a surrender option in a stochastic interest rate framework 45
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework 45
“Portfolio Selection, VaR and CVaR models with Markov Chains” 44
Fair valuation of participating policies in a stochastic interest rate framework 44
A reduced lattice model for option pricing under regime-switching 43
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 40
A lattice model for valuing options on assets with discrete dividends 40
“On pricing European arithmetic average reset options with multiple reset date in a lattice framework” 40
Fair valuation of equity-linked policies under default risk 37
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 35
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach 32
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 31
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders 30
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions 29
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 23
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 21
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 20
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 19
Totale 4.534
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Categoria #
all - tutte 27.556
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 27.556
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020411 0 0 0 0 42 138 41 61 26 11 69 23
2020/2021620 68 3 70 80 5 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
2024/2025492 32 192 80 60 128 0 0 0 0 0 0 0
Totale 4.534