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Stochastic process
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Russo, Emilio
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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A forward shooting grid method for option pricing with stochastic volatility
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 67-78
Persistent link: https://www.econbiz.de/10009718105
Saved in:
2
A path-independent humped volatility model for option pricing
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 191-210
Persistent link: https://www.econbiz.de/10010187670
Saved in:
3
On pricing Asian options under stochastic volatility
Russo, Emilio
;
Staino, Alessandro
- In:
The journal of derivatives : the official publication …
23
(
2016
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10011687238
Saved in:
4
A lattice-based model for evaluating bonds and interest-sensitive claims under stochastic volatility
Russo, Emilio
;
Staino, Alessandro
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011892605
Saved in:
5
Nested Conditional Value-at-Risk portfolio selection : a model with temporal dependence driven by market-index volatility
Staino, Alessandro
;
Russo, Emilio
- In:
European journal of operational research : EJOR
280
(
2020
)
2
,
pp. 741-753
Persistent link: https://www.econbiz.de/10012132469
Saved in:
6
Compound option pricing under stochastic volatility
Leccadito, Arturo
;
Russo, Emilio
- In:
International journal of financial markets and derivatives
5
(
2016
)
2/4
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011742310
Saved in:
7
Fair valuations of insurance policies under multiple risk factors : a flexible lattice approach
Devolder, Pierre
;
Russo, Emilio
;
Staino, Alessandro
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
2
,
pp. 385-409
Persistent link: https://www.econbiz.de/10015055294
Saved in:
8
A mulistage stochastic programming approach for capital budgeting problems under uncertainty
Beraldi, Patrizia
;
Violi, Antonio
;
De Simone, Francesco
; …
- In:
IMA journal of management mathematics
24
(
2013
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10009716279
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