Concepedia

Emilio Russo

ER

Statistics

Publications

9

Citations

177

H-Index

9

Active since

2006

Affiliations

University of Calabria(Current)

Emilio Russo is an author at University of Calabria specializing in business, asset pricing, and finance.

Top concepts

BusinessFinanceAsset PricingOption PricingEconomicsManagementEngineeringVolatility ModelingQuantitative FinanceFinancial Engineering

Publications per year

2006–2020

9

Publications

9

Option pricing under regime-switching jump–diffusion models

Massimo Costabile, Arturo Leccadito, Ivar Massabó et al. · Journal of Computational and Applied Mathematics · 2013 · 51 citations

Option Pricing, Engineering, Asset Pricing +7

An adjusted binomial model for pricing Asian options

Massimo Costabile, Ivar Massabó, Emilio Russo · Review of Quantitative Finance and Accounting · 2006 · 23 citations

Option Pricing, Asset Pricing, Foreign Exchange Option +5

A binomial model for valuing equity-linked policies embedding surrender options

Massimo Costabile, Ivar Massabó, Emilio Russo · Insurance Mathematics and Economics · 2007 · 21 citations

Option Pricing, Economics, Asset Pricing +9

A reduced lattice model for option pricing under regime-switching

Massimo Costabile, Arturo Leccadito, Ivar Massabó et al. · Review of Quantitative Finance and Accounting · 2013 · 18 citations

Option Pricing, Asset Pricing, Derivative Pricing +3

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

Alessandro Staino, Emilio Russo · European Journal of Operational Research · 2019 · 16 citations

Economics, Portfolio Optimization, Financial Economics +12

1–5 of 9