Emilio Russo

A lattice approach to evaluate participating policies in a stochastic interest rate framework

Alessandro Staino, Massimo Costabile, Ivar Massabó, 2021, J. Comput. Appl. Math..

Nested Conditional Value-at-Risk portfolio selection: A model with temporal dependence driven by market-index volatility

Alessandro Staino, Emilio Russo, 2020, Eur. J. Oper. Res..

On Pricing Asian Options under Stochastic Volatility

Alessandro Staino, Emilio Russo, 2016, The Journal of Derivatives.

A multistage stochastic programming approach for capital budgeting problems under uncertainty

Patrizia Beraldi, Francesco De Simone, Antonio Violi, 2013 .

An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market

Rogemar Mamon, Emilio Russo, Fabio Spagnolo, 2007 .