CRIS Current Research Information System

TORRICELLI, LORENZO
 Distribuzione geografica
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Continente #
AS - Asia 625
NA - Nord America 469
EU - Europa 357
SA - Sud America 70
Continente sconosciuto - Info sul continente non disponibili 57
AF - Africa 8
OC - Oceania 2
Totale 1.588
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Nazione #
US - Stati Uniti d'America 449
SG - Singapore 198
IT - Italia 191
CN - Cina 160
VN - Vietnam 124
BR - Brasile 49
DE - Germania 40
FR - Francia 34
HK - Hong Kong 34
IN - India 30
IE - Irlanda 29
KR - Corea 26
GB - Regno Unito 22
BD - Bangladesh 20
CA - Canada 14
RU - Federazione Russa 12
AR - Argentina 11
NL - Olanda 9
ID - Indonesia 8
AT - Austria 6
CO - Colombia 5
JP - Giappone 5
FI - Finlandia 4
CI - Costa d'Avorio 3
MY - Malesia 3
PL - Polonia 3
ZA - Sudafrica 3
CH - Svizzera 2
CL - Cile 2
IL - Israele 2
IQ - Iraq 2
JM - Giamaica 2
MX - Messico 2
TR - Turchia 2
TW - Taiwan 2
AU - Australia 1
AZ - Azerbaigian 1
BE - Belgio 1
BG - Bulgaria 1
CU - Cuba 1
EC - Ecuador 1
EG - Egitto 1
ES - Italia 1
HT - Haiti 1
HU - Ungheria 1
LU - Lussemburgo 1
NP - Nepal 1
NZ - Nuova Zelanda 1
OM - Oman 1
PE - Perù 1
PH - Filippine 1
PK - Pakistan 1
PS - Palestinian Territory 1
PY - Paraguay 1
SA - Arabia Saudita 1
SC - Seychelles 1
TH - Thailandia 1
UZ - Uzbekistan 1
Totale 1.531
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Città #
Singapore 138
Bologna 92
San Jose 79
Hefei 41
Ashburn 36
Ho Chi Minh City 35
Hong Kong 32
Hanoi 30
Dublin 29
New York 22
Seoul 22
Council Bluffs 19
Lauterbourg 19
Beijing 16
Boardman 16
Santa Clara 16
Milan 15
Los Angeles 13
Soliera 13
Rome 12
Chicago 11
Princeton 11
Nuremberg 10
Southend 10
Redondo Beach 9
Redmond 8
San Diego 8
Shanghai 8
Fairfield 7
Guangzhou 5
Houston 5
Jakarta 5
Toronto 5
Verona 5
Bengaluru 4
Bühl 4
Can Tho 4
Casalecchio di Reno 4
Florence 4
Frankfurt am Main 4
Lappeenranta 4
Pavullo nel Frignano 4
Rimini 4
Seattle 4
Tappahannock 4
Tokyo 4
Abidjan 3
Amsterdam 3
Brasília 3
Buffalo 3
Chennai 3
Da Nang 3
Dallas 3
Haiphong 3
Hải Dương 3
Marseille 3
Mount Kisco 3
Newark 3
Rockville 3
San Francisco 3
São Paulo 3
Vienna 3
Ann Arbor 2
Ascoli Piceno 2
Atlanta 2
Boydton 2
Cambridge 2
Cardito 2
Cento 2
Chevigny-Saint-Sauveur 2
Denver 2
Dhaka 2
Duisburg 2
Greenville 2
Hettlingen 2
Hialeah 2
Islington 2
Jiaxing 2
Kingston 2
Montreal 2
Mumbai 2
Nantong 2
North Bergen 2
Orem 2
Osasco 2
Park Ridge 2
Pereira 2
Philadelphia 2
Phoenix 2
Pomigliano d'Arco 2
Poplar 2
Ramat Gan 2
Richmond Hill 2
Saint-Cyr-l'École 2
Santiago 2
Shenzhen 2
Thái Nguyên 2
Tongling 2
Tân Tiến 2
Warsaw 2
Totale 974
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Nome #
On the implied volatility skew outside the at-the-money point 193
Additive logistic processes in option pricing 155
Tempered positive Linnik processes and their representations 137
An Analytical Valuation Framework for Financial Assets with Trading Suspensions 110
Target volatility option pricing 102
Anomalous diffusions in option prices: Connecting trade duration and the volatility term structure 89
Trade duration risk in subdiffusive financial models 82
The effect of an instantaneous dependency rate on the social equitability of hybrid PAYG public pension schemes 82
Convex duality in continuous option pricing models 80
Volatility Targeting Using Delayed Diffusions 76
Target volatility option pricing 70
Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes 68
Pricing joint claims on an asset and its realized variance in stochastic volatility models 64
Dynamic portfolio allocation in complete markets with co-jumps 63
On the convolution equivalence of tempered stable distributions on the real line 62
Radially geometric stable distributions and processes 52
Thorin processes and their subordination 45
Explicit Option Pricing with Additive Processes 43
TIME-CHANGED MARKOV PROCESSES AND SPACE-TIME COUPLED NON-LOCAL EQUATIONS 15
Totale 1.588
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Categoria #
all - tutte 5.718
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 5.718
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/202291 0 0 0 0 0 0 0 48 2 2 19 20
2022/202372 1 0 1 5 6 4 10 1 36 2 4 2
2023/202455 17 3 3 6 6 0 1 6 1 5 5 2
2024/2025359 17 54 32 33 41 67 28 8 7 7 21 44
2025/2026898 51 64 79 84 96 38 97 76 114 89 52 58
2026/2027113 61 52 0 0 0 0 0 0 0 0 0 0
Totale 1.588