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Emilio Russo

university of calabria

9H指数
64论文数
252被引数
收录论文 6
发表时间
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Pricing a guaranteed annuity option under a stochastic correlation setting在随机相关设定下定价保证年金期权
errStochastic Analysis and Applications
IF0.7
err2026-02-01
err0
PREAI
errZhao, Yixing; Costabile, Massimo; Massabo, Ivar; Russo, Emilio; Staino, Alessandro; Mamon, Rogemar
err分享
err收藏
A lattice-based algorithm for pricing derivatives in a fractional Brownian motion framework基于格子的分数布朗运动框架下衍生品定价算法
errAnnals of Finance
IF0.7
err2025-11-01
err0
errOAAI
errCostabile, Massimo; Massabo, Ivar; Russo, Emilio; Staino, Alessandro
err分享
err收藏
A lattice-based approach for life insurance pricing in a stochastic correlation framework在随机相关框架下的基于格方法的寿险定价
errMATHEMATICS AND COMPUTERS IN SIMULATION
IF4.4
err2025-04-29
err0
errOAAI
errCostabile, Massimo; Massabo, Ivar; Russo, Emilio; Staino, Alessandro; Zhao, Yixing
err分享
err收藏
Lattice-based model for pricing contingent claims under mixed fractional Brownian motion混合分数布朗运动下基于格的未定权益定价模型
errCOMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION
IF3.8
err2023-04-01
err4
PREAI
errCostabile, Massimo; Massabo, Ivar; Russo, Emilio; Staino, Alessandro
err分享
err收藏
Nested Conditional Value-at-Risk portfolio selection: A model with temporal dependence driven by market-index volatility
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2020-01-01
err15
PREAI
errStaino, Alessandro; Russo, Emilio
err分享
err收藏
A moment-matching method to generate arbitrage-free scenarios
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2015-10-01
err3
PREAI
errStaino, Alessandro; Russo, Emilio
err分享
err收藏

研究方向

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合作学者
合作期刊
R
Rogemar Mamon
H 指数: 21 · 论文数: 106
I
Ivar Massabó
H 指数: 15 · 论文数: 73
M
Massimo Costabile
H 指数: 11 · 论文数: 60
A
Alessandro Staino
H 指数: 5 · 论文数: 33
Y
Yixing Zhao
H 指数: 4 · 论文数: 17
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