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TORRICELLI, LORENZO

TORRICELLI, LORENZO  

DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"  

Ricercatori a tempo determinato  

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Risultati 1 - 12 di 12 (tempo di esecuzione: 0.026 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
Additive logistic processes in option pricing Carr P.; Torricelli L. 2021-01-01 FINANCE AND STOCHASTICS - 1.01 Articolo in rivista s00780-021-00461-8.pdf
An Analytical Valuation Framework for Financial Assets with Trading Suspensions Fries C.; Torricelli L. 2020-01-01 SIAM JOURNAL ON FINANCIAL MATHEMATICS - 1.01 Articolo in rivista SIFIN_market_halts.pdf
Anomalous diffusions in option prices: Connecting trade duration and the volatility term structure Antoine Jacquier; Lorenzo Torricelli 2020-01-01 SIAM JOURNAL ON FINANCIAL MATHEMATICS - 1.01 Articolo in rivista SIFIN_anomalous_diffusions.pdf
Convex duality in continuous option pricing models Carr, Peter; Torricelli, Lorenzo 2023-01-01 ANNALS OF OPERATIONS RESEARCH - 1.01 Articolo in rivista -
Pricing joint claims on an asset and its realized variance in stochastic volatility models Torricelli L 2013-01-01 INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE - 1.01 Articolo in rivista -
Target volatility option pricing Di Graziano G; Torricelli L 2012-01-01 INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE - 1.01 Articolo in rivista -
Target volatility option pricing Di Graziano G.; Torricelli L. 2012-01-01 - World Scientific Publishing Co. 2.01 Capitolo / saggio in libro -
Tempered positive Linnik processes and their representations Torricelli Lorenzo; Barabesi Lucio; Cerioli Andrea 2022-01-01 ELECTRONIC JOURNAL OF STATISTICS - 1.01 Articolo in rivista 11585_905850.pdf
The effect of an instantaneous dependency rate on the social equitability of hybrid PAYG public pension schemes Torricelli L. 2022-01-01 JOURNAL OF PENSION ECONOMICS AND FINANCE - 1.01 Articolo in rivista the-effect-of-an-instantaneous-dependency-rate-on-the-social-equitability-of-hybr.pdf
Trade duration risk in subdiffusive financial models Lorenzo Torricelli 2020-01-01 PHYSICA. A - 1.01 Articolo in rivista -
Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes Torricelli L 2016-01-01 REVIEW OF DERIVATIVES RESEARCH - 1.01 Articolo in rivista -
Volatility Targeting Using Delayed Diffusions Torricelli L. 2018-01-01 APPLIED MATHEMATICAL FINANCE - 1.01 Articolo in rivista -