Emilio Russo

17 papers C 1Journal 10Unranked 6
YearRankTypeTitle / Venue / Authors
2026 J jnl
Efficient pricing of interest rate derivatives under a sticky diffusion.
J. Comput. Appl. Math.
Massimo Costabile, Emilio Russo, Fabio Viviano
2025 J jnl
A lattice-based approach for life insurance pricing in a stochastic correlation framework.
Math. Comput. Simul.
Massimo Costabile, Ivar Massabò, Emilio Russo, Alessandro Staino, Rogemar S. Mamon, Yixing Zhao
2023 J jnl
Lattice-based model for pricing contingent claims under mixed fractional Brownian motion.
Commun. Nonlinear Sci. Numer. Simul.
Massimo Costabile, Ivar Massabò, Emilio Russo, Alessandro Staino
2023 J jnl
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint.
Comput. Manag. Sci.
Alessandro Staino, Emilio Russo, Massimo Costabile, Arturo Leccadito
2021 J jnl
A lattice approach to evaluate participating policies in a stochastic interest rate framework.
J. Comput. Appl. Math.
Massimo Costabile, Ivar Massabò, Emilio Russo, Alessandro Staino
2020 J jnl
Nested Conditional Value-at-Risk portfolio selection: A model with temporal dependence driven by market-index volatility.
Eur. J. Oper. Res.
Alessandro Staino, Emilio Russo
2019 — conf
Bioinspired Electric Stimulation: Comparison of ECoG Spectrum in the Main Auditory Structures.
MeMeA
Maria Giovanna Bianco, Salvatore A. Pullano, Michele Menniti, Costantino Davide Critello, Rita Citraro, Emilio Russo, Giovambattista De Sarro, Antonino S. Fiorillo
2018 — conf
Direct Modulation of High-Frequency Neural Oscillations in the Auditory Cortex Through Electrical Microstimulation Generated by PVDF Sensors.
MeMeA
Maria Giovanna Bianco, Salvatore A. Pullano, Costantino Davide Critello, Michele Menniti, Rita Citraro, Emilio Russo, Giovambattista De Sarro, Antonino S. Fiorillo
2017 — conf
Activation of bottom-up and top-down auditory pathways by US sensors based interface.
IWASI
Daniela Menniti, Maria Giovanna Bianco, Salvatore A. Pullano, Rita Citraro, Emilio Russo, Giovambattista De Sarro, Antonino S. Fiorillo
2017 J jnl
Biomimetic Sonar for Electrical Activation of the Auditory Pathway.
J. Sensors
Michele Menniti, Salvatore A. Pullano, Maria Giovanna Bianco, Rita Citraro, Emilio Russo, Giovambattista De Sarro, Antonino S. Fiorillo
2016 — conf
Electrical activation of nervous system by sonar-based electronic interface.
MeMeA
Rita Citraro, Emilio Russo, Giovambattista De Sarro, Maria Giovanna Bianco, Michele Menniti, Salvatore A. Pullano, Antonino S. Fiorillo
2015 — conf
A brain-to-sonar electronic interface to bypass peripheral auditory system in rats.
NER
Antonino S. Fiorillo, Salvatore A. Pullano, Michele Menniti, Rita Citraro, Giovambattista De Sarro, Emilio Russo
2015 J jnl
A moment-matching method to generate arbitrage-free scenarios.
Eur. J. Oper. Res.
Alessandro Staino, Emilio Russo
2014 J jnl
Option pricing under regime-switching jump-diffusion models.
J. Comput. Appl. Math.
Massimo Costabile, Arturo Leccadito, Ivar Massabò, Emilio Russo
2013 — conf
Measurements of rat brain activity originating from ultrasound waves in air.
MeMeA
Antonino S. Fiorillo, Salvatore A. Pullano, Costantino Davide Critello, Rita Citraro, Giovambattista De Sarro, Emilio Russo
2011 J jnl
On pricing arithmetic average reset options with multiple reset dates in a lattice framework.
J. Comput. Appl. Math.
Massimo Costabile, Ivar Massabò, Emilio Russo
2006 C conf
Financial Risk Modeling with Markov Chains.
IDEAL
Arturo Leccadito, Sergio Ortobelli Lozza, Emilio Russo, Gaetano Iaquinta