Emilio Russo

Publication Activity (10 Years)

Years Active: 2006-2023
Publications (10 Years): 9

Top Topics

Top Venues

J. Comput. Appl. Math.

Eur. J. Oper. Res.

Publications

Massimo Costabile, Ivar Massabò, Emilio Russo, Alessandro Staino
Lattice-based model for pricing contingent claims under mixed fractional Brownian motion. Commun. Nonlinear Sci. Numer. Simul. 118 (2023)
Alessandro Staino, Emilio Russo, Massimo Costabile, Arturo Leccadito
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint. Comput. Manag. Sci. 20 (1) (2023)
Massimo Costabile, Ivar Massabò, Emilio Russo, Alessandro Staino
A lattice approach to evaluate participating policies in a stochastic interest rate framework. J. Comput. Appl. Math. 385 (2021)
Alessandro Staino, Emilio Russo
Nested Conditional Value-at-Risk portfolio selection: A model with temporal dependence driven by market-index volatility. Eur. J. Oper. Res. 280 (2) (2020)
Maria Giovanna Bianco, Salvatore A. Pullano, Michele Menniti, Costantino Davide Critello, Rita Citraro, Emilio Russo, Giovambattista De Sarro, Antonino S. Fiorillo
Bioinspired Electric Stimulation: Comparison of ECoG Spectrum in the Main Auditory Structures. MeMeA (2019)
Maria Giovanna Bianco, Salvatore A. Pullano, Costantino Davide Critello, Michele Menniti, Rita Citraro, Emilio Russo, Giovambattista De Sarro, Antonino S. Fiorillo
Direct Modulation of High-Frequency Neural Oscillations in the Auditory Cortex Through Electrical Microstimulation Generated by PVDF Sensors. MeMeA (2018)
Michele Menniti, Salvatore A. Pullano, Maria Giovanna Bianco, Rita Citraro, Emilio Russo, Giovambattista De Sarro, Antonino S. Fiorillo
Biomimetic Sonar for Electrical Activation of the Auditory Pathway. J. Sensors 2017 (2017)
Daniela Menniti, Maria Giovanna Bianco, Salvatore A. Pullano, Rita Citraro, Emilio Russo, Giovambattista De Sarro, Antonino S. Fiorillo
Activation of bottom-up and top-down auditory pathways by US sensors based interface. IWASI (2017)
Rita Citraro, Emilio Russo, Giovambattista De Sarro, Maria Giovanna Bianco, Michele Menniti, Salvatore A. Pullano, Antonino S. Fiorillo
Electrical activation of nervous system by sonar-based electronic interface. MeMeA (2016)
Alessandro Staino, Emilio Russo
A moment-matching method to generate arbitrage-free scenarios. Eur. J. Oper. Res. 246 (2) (2015)
Antonino S. Fiorillo, Salvatore A. Pullano, Michele Menniti, Rita Citraro, Giovambattista De Sarro, Emilio Russo
A brain-to-sonar electronic interface to bypass peripheral auditory system in rats. NER (2015)
Massimo Costabile, Arturo Leccadito, Ivar Massabò, Emilio Russo
Option pricing under regime-switching jump-diffusion models. J. Comput. Appl. Math. 256 (2014)
Antonino S. Fiorillo, Salvatore A. Pullano, Costantino Davide Critello, Rita Citraro, Giovambattista De Sarro, Emilio Russo
Measurements of rat brain activity originating from ultrasound waves in air. MeMeA (2013)
Massimo Costabile, Ivar Massabò, Emilio Russo
On pricing arithmetic average reset options with multiple reset dates in a lattice framework. J. Comput. Appl. Math. 235 (17) (2011)
Arturo Leccadito, Sergio Ortobelli Lozza, Emilio Russo, Gaetano Iaquinta
Financial Risk Modeling with Markov Chains. IDEAL (2006)