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ORCIDEmilio Russo
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2020 – today
- 2023
[j8]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): 12 (2023)- [j7]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: 107042 (2023) - 2021
- [j6]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: 113212 (2021) - 2020
- [j5]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): 741-753 (2020)
2010 – 2019
- 2019
- [c7]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: 1-5 - 2018
- [c6]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: 1-5 - 2017
- [j4]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: 2632178:1-2632178:10 (2017) - [c5]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: 4-8 - 2016
- [c4]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: 1-5 - 2015
- [j3]Alessandro Staino, Emilio Russo:
A moment-matching method to generate arbitrage-free scenarios. Eur. J. Oper. Res. 246(2): 619-630 (2015) - [c3]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: 49-52 - 2014
- [j2]Massimo Costabile, Arturo Leccadito, Ivar Massabò, Emilio Russo:
Option pricing under regime-switching jump-diffusion models. J. Comput. Appl. Math. 256: 152-167 (2014) - 2013
- [c2]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: 233-236 - 2011
- [j1]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): 5307-5325 (2011)
2000 – 2009
- 2006
- [c1]Arturo Leccadito, Sergio Ortobelli Lozza, Emilio Russo, Gaetano Iaquinta:
Financial Risk Modeling with Markov Chains. IDEAL 2006: 1275-1282
Coauthor Index
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