Browsing All of EconStor by Author Russo, Emilio
Showing results 1 to 2 of 2
Year of Publication | Title | Author(s) |
2020 | A discrete-time approach to evaluate path-dependent derivatives in a regime-switching risk model | Russo, Emilio |
2020 | The dynamics of the S&P 500 under a crisis context: Insights from a three-regime switching model | Cerboni Baiardi, Lorenzo; Costabile, Massimo; de Giovanni, Domenico; Lamantia, Fabio; Leccadito, Arturo; Massabo, Ivar; Menzietti, Massimiliano; Pirra, Marco; Russo, Emilio; Staino, Alessandro |