Financial Risk Modeling with Markov Chains. - Arturo Leccadito; Sergio Ortobelli Lozza; Emilio Russo; Gaetano Iaquinta (IDEAL, 2006)

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)

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 (MeMeA, 2013)

Option pricing under regime-switching jump-diffusion models. - Massimo Costabile; Arturo Leccadito; Ivar Massabò; Emilio Russo (J. Comput. Appl. Math., 2014)

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 (NER, 2015)

A moment-matching method to generate arbitrage-free scenarios. - Alessandro Staino; Emilio Russo (Eur. J. Oper. Res., 2015)

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 (MeMeA, 2016)

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 (IWASI, 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)

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 (MeMeA, 2018)

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 (MeMeA, 2019)

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)

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)

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., 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., 2023)

A lattice-based approach for life insurance pricing in a stochastic correlation framework. - Massimo Costabile; Ivar Massabò; Emilio Russo; Alessandro Staino; Rogemar S. Mamon; Yixing Zhao (Math. Comput. Simul., 2025)