| A stochastic programming model for the optimal issuance of government bonds A Consiglio, A Staino Annals of Operations Research 193 (1), 159-172, 2012 | 34 | 2012 |
| Nested Conditional Value-at-Risk portfolio selection: A model with temporal dependence driven by market-index volatility A Staino, E Russo European Journal of Operational Research 280 (2), 741-753, 2020 | 10 | 2020 |
| Exotic options with Lévy processes: the Markovian approach SO Lozza, A Staino Investment Management and Financial Innovations, 140-156, 2011 | 10 | 2011 |
| Exotic options with Lévy processes: the Markovian approach SO Lozza, A Staino Investment Management and Financial Innovations, 140-156, 2011 | 10 | 2011 |
| The dynamics of the s&p 500 under a crisis context: Insights from a three-regime switching model L Cerboni Baiardi, M Costabile, D De Giovanni, F Lamantia, A Leccadito, ... Risks 8 (3), 71, 2020 | 5 | 2020 |
| A comparison among portfolio selection strategies with subordinated Lévy processes A Staino, S Ortobelli, I Massabò IJCSNS 7 (7), 224, 2007 | 3 | 2007 |
| A lattice approach to evaluate participating policies in a stochastic interest rate framework M Costabile, I Massabó, E Russo, A Staino Journal of Computational and Applied Mathematics 385, 113212, 2021 | 2 | 2021 |
| The dynamics of the S&P 500 under a crisis context: Insights from a three-regime switching model LC Baiardi, M Costabile, D De Giovanni, F Lamantia, A Leccadito, ... Risks 8 (3), 1-15, 2020 | 2 | 2020 |
| On pricing Asian options under stochastic volatility E Russo, A Staino The Journal of Derivatives 23 (4), 7-19, 2016 | 2 | 2016 |
| A Flexible Lattice Model for Pricing Contingent Claims under Multiple Risk Factors E Russo, A Staino The Journal of Derivatives 26 (1), 27-44, 2018 | 1 | 2018 |
| A moment-matching method to generate arbitrage-free scenarios A Staino, E Russo European Journal of Operational Research 246 (2), 619-630, 2015 | 1 | 2015 |
| Discrete time portfolio selection with lévy processes C Bertini, SO Lozza, A Staino International Conference on Intelligent Data Engineering and Automated …, 2007 | 1 | 2007 |
| Discrete time portfolio selection with lévy processes C Bertini, SO Lozza, A Staino International Conference on Intelligent Data Engineering and Automated …, 2007 | 1 | 2007 |
| Surrender and Path-Dependent Guarantees in Variable Annuities: Integral Equation Solutions and Benchmark Methods AL Martire, E Russo, A Staino Methods and Applications in Fluorescence, 340-346, 2022 | | 2022 |
| A Lattice-Based Model for Evaluating Bonds and Interest-Sensitive Claims Under Stochastic Volatility E Russo, A Staino International Journal of Theoretical and Applied Finance 21 (04), 1850023, 2018 | | 2018 |
| Financial models with Lévy processes A Staino Università degli studi di Bergamo, 2008 | | 2008 |
| Papers’ abstracts/Анотації до статей 123 D Afanasenko, H Gischer, P Reichling, SO Lozza, A Staino, SK Nawalkha, ... | | |
