RUSSO, Emilio

RUSSO, Emilio  

Dipartimento di Economia, Statistica e Finanza "Giovanni Anania"- DESF  

Mostra records
Risultati 1 - 20 di 66 (tempo di esecuzione: 0.032 secondi).
Titolo Data di pubblicazione Autore(i) File
“A BINOMIAL MODEL FOR PRICING AMERICAN-STYLE AVERAGE OPTIONS WITH RESET FEATURES” 1-gen-2006 Costabile, M; Massabò, I; Russo, Emilio
A binomial model for pricing US-style average options with reset features 1-gen-2010 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
“A lattice model for pricing equity linked policies” 1-gen-2007 Costabile, M; Massabò, I; Russo, Emilio
An adjusted binomial model for pricing Asian options 1-gen-2006 Costabile, M; Massabo', I; Russo, Emilio
An adjusted binomial model for pricing European Asian options 1-gen-2004 Costabile, M; Massabo', I; Russo, Emilio
An adjusted binomial model for pricing Asian options 1-gen-2006 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A binomial approximation for two-state Markovian HJM models 1-gen-2011 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A Binomial Model for Pricing American-Style Average Options with and without Reset Features 1-gen-2005 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A BINOMIAL MODEL FOR VALUING EQUITY-LINKED POLICIES EMBEDDING SURRENDER OPTIONS 1-gen-2007 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
“A binomial model for valuing equity-linked policies embedding surrender options” 1-gen-2008 Costabile, M; Massabò, I; Russo, Emilio
A bivariate lattice model for valuing options on assets paying discrete dividends 1-gen-2014 De Angelis, P; Martire, A; Russo, Emilio
A bivariate model for evaluating equity-linked policies with surrender options 1-gen-2016 De Angelis, P; Martire, A; Russo, Emilio
Compound option pricing under stochastic volatility 1-gen-2016 Leccadito, Arturo; Russo, Emilio
Compound option pricing under stochastic volatility 1-gen-2014 Leccadito, Arturo; Russo, Emilio
Computing finite-time survival probabilities using multinomial approximations of risk models 1-gen-2015 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A discrete-time approach to evaluate path-dependent derivatives under a regime-switching risk model 1-gen-2020 Russo, Emilio
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 1-gen-2020 Cerboni Baiardi, Lorenzo; Costabile, Massimo; De Giovanni, Domenico; Lamantia, Fabio Giovanni; Leccadito, Arturo; Massabo', Ivar; Menzietti, Massimiliano; Pirra, Marco; Russo, Emilio; Staino, Alessandro
An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market 1-gen-2007 RUSSO, EMILIO; SPAGNOLO, F; MAMON, R.
Equity-linked endowment policies with or without embedded surrender options 1-gen-2006 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 1-gen-2018 Costabile, Massimo; Massabo', Ivar; Russo, Emilio