IRIS
RUSSO, Emilio
 Distribuzione geografica
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Continente #
NA - Nord America 3.291
AS - Asia 3.000
EU - Europa 2.047
SA - Sud America 811
AF - Africa 229
OC - Oceania 13
Continente sconosciuto - Info sul continente non disponibili 5
Totale 9.396
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Nazione #
US - Stati Uniti d'America 3.125
SG - Singapore 1.104
BR - Brasile 592
VN - Vietnam 527
CN - Cina 514
IT - Italia 503
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
CA - Canada 77
AR - Argentina 74
KR - Corea 74
IN - India 68
GB - Regno Unito 61
BD - Bangladesh 60
MX - Messico 53
IQ - Iraq 49
RU - Federazione Russa 38
CO - Colombia 37
ID - Indonesia 37
EC - Ecuador 32
PK - Pakistan 32
ZA - Sudafrica 29
BE - Belgio 23
NL - Olanda 23
SA - Arabia Saudita 22
VE - Venezuela 22
JP - Giappone 20
PL - Polonia 20
UZ - Uzbekistan 16
AT - Austria 14
CL - Cile 14
ES - Italia 14
AU - Australia 13
EG - Egitto 13
MY - Malesia 13
PE - Perù 13
PH - Filippine 13
MA - Marocco 11
PY - Paraguay 11
IE - Irlanda 9
JO - Giordania 8
KE - Kenya 8
OM - Oman 8
UY - Uruguay 8
BO - Bolivia 7
DZ - Algeria 7
NP - Nepal 7
TN - Tunisia 7
TT - Trinidad e Tobago 7
JM - Giamaica 6
RO - Romania 6
AZ - Azerbaigian 5
CH - Svizzera 5
DO - Repubblica Dominicana 5
ET - Etiopia 5
KZ - Kazakistan 5
NG - Nigeria 5
AE - Emirati Arabi Uniti 4
AL - Albania 4
CR - Costa Rica 4
CZ - Repubblica Ceca 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
GT - Guatemala 2
IL - Israele 2
KH - Cambogia 2
NI - Nicaragua 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
BH - Bahrain 1
BN - Brunei Darussalam 1
BY - Bielorussia 1
DK - Danimarca 1
EE - Estonia 1
EU - Europa 1
Totale 9.380
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Città #
Singapore 507
Chandler 421
Dallas 304
Jacksonville 279
San Jose 260
Ashburn 208
Hong Kong 194
Ho Chi Minh City 187
Boardman 157
Dearborn 141
Beijing 138
Dakar 131
Hanoi 121
Rende 121
San Mateo 113
Helsinki 86
Izmir 75
Kocaeli 73
Seoul 72
Lauterbourg 70
Lawrence 65
Roxbury 65
Shanghai 57
Ann Arbor 56
Bremen 56
Hefei 48
Brooklyn 46
Des Moines 44
Strasbourg 44
São Paulo 44
Cosenza 40
Los Angeles 40
Cambridge 37
Ottawa 31
Munich 28
Seattle 28
The Dalles 26
New York 25
Da Nang 24
Tianjin 23
Turku 23
Falkenstein 22
Milan 22
San Francisco 22
Haiphong 21
London 21
Brussels 20
Columbus 20
Ogden 20
Florence 19
Frankfurt am Main 19
Rio de Janeiro 19
Rome 19
Toronto 19
Wilmington 18
Guangzhou 17
Montalto Uffugo 16
Tokyo 16
Dhaka 15
Johannesburg 15
Warsaw 15
Baghdad 14
Inglewood 14
Mexico City 14
Pune 14
Redwood City 14
Biên Hòa 13
Naples 13
Pizzo 13
Santa Clara 13
Council Bluffs 12
Curitiba 12
Tashkent 12
Thái Nguyên 12
Boston 11
Brasília 11
Chicago 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
Porto Alegre 8
Totale 5.294
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Nome #
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 199
A lattice approach to evaluate participating policies in a stochastic interest rate framework 182
A binomial model for pricing US-style average options with reset features 174
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 172
A binomial approximation for two-state Markovian HJM models 171
A flexible lattice model for pricing contingent claims under multiple risk factors 171
A multinomial approach for option pricing under regime-switching jump-diffusion models 166
A forward shooting grid method for option pricing with stochastic volatility 165
A reduced lattice model for option pricing under regime-switching 164
A multistage stochastic programming approach for capital budgeting problems under uncertainty 163
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 162
A lattice approach to evaluate participating policies in a stochastic interest rate framework 162
A bivariate model for evaluating equity-linked policies with surrender options 155
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders 152
A flexible lattice model for pricing options under stochastic interest rate and volatility 149
A Binomial Model for Pricing American-Style Average Options with and without Reset Features 147
A Shifted Tree Model for the Efficient Evaluation of Options with Fixed Dividends 141
A BINOMIAL MODEL FOR VALUING EQUITY-LINKED POLICIES EMBEDDING SURRENDER OPTIONS 139
Nested Conditional Value-at-Risk portfolio selection: a model with temporal dependence driven by market-index volatility 138
A lattice based model for pricing interest sensitive claims under stochastic volatility 136
Computing finite-time survival probabilities using multinomial approximations of risk models 135
A moment-matching method to generate arbitrage-free scenarios 134
A lattice-based approach for life insurance pricing in a stochastic correlation framework 133
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 130
Financial Risk Modeling with Markov Chains 128
Compound option pricing under stochastic volatility 128
ON THE MARKOVIAN BEHAVIOR OF ASSET RETURNS 128
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach 127
A Lattice based model for pricing equity-linked policies with embedded surrender options 127
A forward shooting grid method for option pricing with stochastic volatility 127
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 126
A bivariate lattice model for valuing options on assets paying discrete dividends 125
Compound option pricing under stochastic volatility 125
A flexible lattice model for fair policy valuations under multiple risk factors 125
Fair valuation of equity-linked policies under insurer default risk 124
“A binomial model for valuing equity-linked policies embedding surrender options” 123
A Path-Independent Humped Volatility Model for Option Pricing 123
A lattice-based approach for life insurance pricing in a stochastic correlation framework 122
On pricing Asian options under stochastic volatility 122
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 121
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 121
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework 120
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders 118
A lattice model for pricing interest-sensitive claims in a HJM framework 118
Equity-linked endowment policies with or without embedded surrender options 117
“A lattice model for pricing equity linked policies” 115
Scenario generator based on the monomial methods 113
Fair valuation of participating policies embedding a minimum guaranteed bonus rate and a surrender option in a stochastic interest rate framework 112
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 111
Option pricing under regime-switching jump-diffusion models 109
An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market 108
An adjusted binomial model for pricing European Asian options 107
“Portfolio Selection, VaR and CVaR models with Markov Chains” 106
A reduced lattice model for option pricing under regime-switching 104
Portfolio Selection and Risk Management with Markov Chains 103
An adjusted binomial model for pricing Asian options 103
Path-dependent contingent claims and insurance policies 103
Portfolio Selection, VaR and CVaR models with Markov Chains 102
On pricing contingent claims under the double Heston model 102
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions 96
An adjusted binomial model for pricing Asian options 94
On pricing Asian options under stochastic volatility 94
“A BINOMIAL MODEL FOR PRICING AMERICAN-STYLE AVERAGE OPTIONS WITH RESET FEATURES” 92
On pricing arithmetic average reset options with multiple reset dates in a lattice framework 91
“On pricing arithmetic average reset options with multiple reset date in a lattice framework” 89
“On pricing European arithmetic average reset options with multiple reset date in a lattice framework” 85
A lattice model for valuing options on assets with discrete dividends 83
Fair valuation of participating policies in a stochastic interest rate framework 81
Fair valuation of equity-linked policies under default risk 80
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 79
On binomial discretizations of correlated skew Brownian motions: Applications to option pricing 78
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 77
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 75
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 71
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 71
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods 67
Securitization product valuations under multiple risk factors: the case of mortality bonds 59
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 30
Pricing a guaranteed annuity option under a stochastic correlation setting 25
Efficient pricing of interest rate derivatives under a sticky diffusion 14
Totale 9.614
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Categoria #
all - tutte 46.435
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 46.435
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021223 0 0 0 0 0 0 0 0 0 147 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
2025/20264.168 516 257 497 386 811 340 526 218 274 343 0 0
Totale 9.614