IRIS
RUSSO, Emilio
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 1.944
EU - Europa 1.382
AS - Asia 296
AF - Africa 126
OC - Oceania 10
SA - Sud America 4
Continente sconosciuto - Info sul continente non disponibili 1
Totale 3.763
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 1.888
UA - Ucraina 483
IT - Italia 338
DE - Germania 275
TR - Turchia 148
SE - Svezia 125
SN - Senegal 121
CN - Cina 80
FR - Francia 67
CA - Canada 52
FI - Finlandia 29
HK - Hong Kong 25
GB - Regno Unito 22
BE - Belgio 21
KR - Corea 17
IN - India 14
AU - Australia 10
NL - Olanda 5
CH - Svizzera 4
SG - Singapore 4
TW - Taiwan 4
ES - Italia 3
MX - Messico 3
PL - Polonia 3
PT - Portogallo 3
IE - Irlanda 2
NG - Nigeria 2
PE - Perù 2
ZW - Zimbabwe 2
AR - Argentina 1
BD - Bangladesh 1
BR - Brasile 1
EU - Europa 1
IQ - Iraq 1
JM - Giamaica 1
JP - Giappone 1
KE - Kenya 1
MT - Malta 1
RO - Romania 1
SA - Arabia Saudita 1
Totale 3.763
Salva come PNG Salva come JPEG
Città #
Chandler 421
Jacksonville 279
Dearborn 141
Dakar 121
San Mateo 113
Rende 111
Izmir 74
Kocaeli 73
Lawrence 65
Roxbury 65
Ann Arbor 56
Bremen 56
Ashburn 55
Des Moines 44
Strasbourg 44
Shanghai 39
Cambridge 37
Brooklyn 35
Ottawa 30
Helsinki 28
Seattle 24
Brussels 20
Ogden 20
Wilmington 18
Beijing 17
Seoul 17
Hong Kong 16
Montalto Uffugo 16
Rome 16
Toronto 15
Florence 14
Inglewood 14
Redwood City 14
San Francisco 14
Milan 12
Pune 11
Cosenza 10
Boardman 7
Pizzo 7
Sacile 7
Grafing 6
Los Angeles 6
Naples 6
Paola 6
Crotone 5
Francavilla al Mare 5
Kingston upon Thames 5
Norwalk 5
Reggio Calabria 5
Rozzano 5
Bozeman 4
Central 4
Haikou 4
Nanjing 4
New York 4
Sydney 4
Canberra 3
Dipignano 3
Hefei 3
Houston 3
London 3
Madrid 3
Markham 3
Melbourne 3
Montreal 3
Vibo Valentia 3
Berlin 2
Bocale 2
Correggio 2
Dublin 2
Enschede 2
Frankfurt am Main 2
Guangzhou 2
Harare 2
Hebei 2
Katsina 2
Lima 2
Mexico City 2
New Bedfont 2
Onex 2
Rogliano 2
Singapore 2
Sintra 2
Spezzano Albanese 2
Tolentino 2
Troia 2
Venice 2
Warsaw 2
Woodbridge 2
Zurich 2
Almere Stad 1
Amboise 1
Antwerp 1
Augusta 1
Austin 1
Benestare 1
Boston 1
Catania 1
Citta 1
Dhaka 1
Totale 2.342
Salva come PNG Salva come JPEG
Nome #
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 107
A Shifted Tree Model for the Efficient Evaluation of Options with Fixed Dividends 90
A lattice approach to evaluate participating policies in a stochastic interest rate framework 83
A binomial approximation for two-state Markovian HJM models 81
Nested Conditional Value-at-Risk portfolio selection: a model with temporal dependence driven by market-index volatility 81
A binomial model for pricing US-style average options with reset features 79
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 79
“A binomial model for valuing equity-linked policies embedding surrender options” 78
A flexible lattice model for pricing options under stochastic interest rate and volatility 78
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 78
A bivariate model for evaluating equity-linked policies with surrender options 77
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 77
A flexible lattice model for pricing contingent claims under multiple risk factors 75
A reduced lattice model for option pricing under regime-switching 74
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 74
A lattice approach to evaluate participating policies in a stochastic interest rate framework 72
Financial Risk Modeling with Markov Chains 70
Compound option pricing under stochastic volatility 70
Computing finite-time survival probabilities using multinomial approximations of risk models 70
A forward shooting grid method for option pricing with stochastic volatility 68
A Binomial Model for Pricing American-Style Average Options with and without Reset Features 66
Equity-linked endowment policies with or without embedded surrender options 66
A moment-matching method to generate arbitrage-free scenarios 65
A lattice based model for pricing interest sensitive claims under stochastic volatility 63
A BINOMIAL MODEL FOR VALUING EQUITY-LINKED POLICIES EMBEDDING SURRENDER OPTIONS 63
“A lattice model for pricing equity linked policies” 63
A multinomial approach for option pricing under regime-switching jump-diffusion models 62
An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market 62
Fair valuation of equity-linked policies under insurer default risk 60
A discrete-time approach to evaluate path-dependent derivatives under a regime-switching risk model 59
ON THE MARKOVIAN BEHAVIOR OF ASSET RETURNS 57
A multistage stochastic programming approach for capital budgeting problems under uncertainty 57
On pricing Asian options under stochastic volatility 56
A bivariate lattice model for valuing options on assets paying discrete dividends 56
Compound option pricing under stochastic volatility 56
Scenario generator based on the monomial methods 56
A Lattice based model for pricing equity-linked policies with embedded surrender options 55
Portfolio Selection and Risk Management with Markov Chains 54
An adjusted binomial model for pricing European Asian options 54
On pricing contingent claims under the double Heston model 54
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder's withdrawals 53
An adjusted binomial model for pricing Asian options 52
“A BINOMIAL MODEL FOR PRICING AMERICAN-STYLE AVERAGE OPTIONS WITH RESET FEATURES” 52
An adjusted binomial model for pricing Asian options 51
Option pricing under regime-switching jump-diffusion models 51
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders 51
A lattice model for pricing interest-sensitive claims in a HJM framework 49
Portfolio Selection, VaR and CVaR models with Markov Chains 49
Path-dependent contingent claims and insurance policies 48
A forward shooting grid method for option pricing with stochastic volatility 45
On pricing Asian options under stochastic volatility 44
“On pricing arithmetic average reset options with multiple reset date in a lattice framework” 43
On pricing arithmetic average reset options with multiple reset dates in a lattice framework 41
A Path-Independent Humped Volatility Model for Option Pricing 40
Fair valuation of participating policies embedding a minimum guaranteed bonus rate and a surrender option in a stochastic interest rate framework 39
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework 39
A reduced lattice model for option pricing under regime-switching 38
“Portfolio Selection, VaR and CVaR models with Markov Chains” 36
A flexible lattice model for fair policy valuations under multiple risk factors 35
A lattice model for valuing options on assets with discrete dividends 34
Fair valuation of participating policies in a stochastic interest rate framework 34
“On pricing European arithmetic average reset options with multiple reset date in a lattice framework” 33
Fair valuation of equity-linked policies under default risk 33
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 25
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach 24
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 24
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 22
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders 20
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions 20
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 16
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 14
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 13
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 11
Totale 3.924
Salva come PNG Salva come JPEG
Categoria #
all - tutte 21.637
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 21.637
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/201976 0 0 0 0 0 0 0 0 0 0 76 0
2019/2020605 72 58 4 60 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
2023/2024486 71 41 58 49 43 40 23 71 42 39 9 0
Totale 3.924