Emilio Russo

According to our database, Emilio Russo authored at least 15 papers between 2006 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint.

Alessandro Staino, Emilio Russo, Massimo Costabile, Arturo Leccadito

Comput. Manag. Sci., December, 2023

Lattice-based model for pricing contingent claims under mixed fractional Brownian motion.

Massimo Costabile, Ivar Massabò, Emilio Russo, Alessandro Staino

Commun. Nonlinear Sci. Numer. Simul., April, 2023

2021

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

Massimo Costabile, Ivar Massabò, Emilio Russo, Alessandro Staino

J. Comput. Appl. Math., 2021

2020

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

Alessandro Staino, Emilio Russo

Eur. J. Oper. Res., 2020

2019

Bioinspired Electric Stimulation: Comparison of ECoG Spectrum in the Main Auditory Structures.

Maria Giovanna Bianco, Salvatore A. Pullano, Michele Menniti, Costantino Davide Critello, Rita Citraro, Emilio Russo, Giovambattista De Sarro, Antonino S. Fiorillo

Proceedings of the IEEE International Symposium on Medical Measurements and Applications, 2019

2018

Direct Modulation of High-Frequency Neural Oscillations in the Auditory Cortex Through Electrical Microstimulation Generated by PVDF Sensors.

Maria Giovanna Bianco, Salvatore A. Pullano, Costantino Davide Critello, Michele Menniti, Rita Citraro, Emilio Russo, Giovambattista De Sarro, Antonino S. Fiorillo

Proceedings of the 2018 IEEE International Symposium on Medical Measurements and Applications, 2018

2017

Biomimetic Sonar for Electrical Activation of the Auditory Pathway.

Michele Menniti, Salvatore A. Pullano, Maria Giovanna Bianco, Rita Citraro, Emilio Russo, Giovambattista De Sarro, Antonino S. Fiorillo

J. Sensors, 2017

Activation of bottom-up and top-down auditory pathways by US sensors based interface.

Daniela Menniti, Maria Giovanna Bianco, Salvatore A. Pullano, Rita Citraro, Emilio Russo, Giovambattista De Sarro, Antonino S. Fiorillo

Proceedings of the 7th IEEE International Workshop on Advances in Sensors and Interfaces, 2017

2016

Electrical activation of nervous system by sonar-based electronic interface.

Rita Citraro, Emilio Russo, Giovambattista De Sarro, Maria Giovanna Bianco, Michele Menniti, Salvatore A. Pullano, Antonino S. Fiorillo

Proceedings of the 2016 IEEE International Symposium on Medical Measurements and Applications, 2016

2015

A moment-matching method to generate arbitrage-free scenarios.

Alessandro Staino, Emilio Russo

Eur. J. Oper. Res., 2015

A brain-to-sonar electronic interface to bypass peripheral auditory system in rats.

Antonino S. Fiorillo, Salvatore A. Pullano, Michele Menniti, Rita Citraro, Giovambattista De Sarro, Emilio Russo

Proceedings of the 7th International IEEE/EMBS Conference on Neural Engineering, 2015

2014

Option pricing under regime-switching jump-diffusion models.

Massimo Costabile, Arturo Leccadito, Ivar Massabò, Emilio Russo

J. Comput. Appl. Math., 2014

2013

Measurements of rat brain activity originating from ultrasound waves in air.

Antonino S. Fiorillo, Salvatore A. Pullano, Costantino Davide Critello, Rita Citraro, Giovambattista De Sarro, Emilio Russo

Proceedings of the IEEE International Symposium on Medical Measurements and Applications, 2013

2011

On pricing arithmetic average reset options with multiple reset dates in a lattice framework.

Massimo Costabile, Ivar Massabò, Emilio Russo

J. Comput. Appl. Math., 2011

2006

Financial Risk Modeling with Markov Chains.

Arturo Leccadito, Sergio Ortobelli Lozza, Emilio Russo, Gaetano Iaquinta

Proceedings of the Intelligent Data Engineering and Automated Learning, 2006