CRIS Current Research Information System

TORRICELLI, LORENZO
 Distribuzione geografica
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Continente #
NA - Nord America 634
AS - Asia 625
EU - Europa 375
SA - Sud America 71
Continente sconosciuto - Info sul continente non disponibili 57
AF - Africa 8
OC - Oceania 2
Totale 1.772
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Nazione #
US - Stati Uniti d'America 607
IT - Italia 198
SG - Singapore 198
CN - Cina 160
VN - Vietnam 124
BR - Brasile 50
DE - Germania 40
FR - Francia 38
HK - Hong Kong 34
IN - India 30
IE - Irlanda 29
KR - Corea 26
GB - Regno Unito 25
BD - Bangladesh 20
CA - Canada 17
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
PL - Polonia 4
CI - Costa d'Avorio 3
MY - Malesia 3
ZA - Sudafrica 3
CH - Svizzera 2
CL - Cile 2
ES - Italia 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
DO - Repubblica Dominicana 1
EC - Ecuador 1
EG - Egitto 1
HT - Haiti 1
HU - Ungheria 1
LU - Lussemburgo 1
MD - Moldavia 1
NI - Nicaragua 1
NP - Nepal 1
NZ - Nuova Zelanda 1
OM - Oman 1
PA - Panama 1
PE - Perù 1
PH - Filippine 1
PK - Pakistan 1
PS - Palestinian Territory 1
PY - Paraguay 1
RS - Serbia 1
SA - Arabia Saudita 1
SC - Seychelles 1
TH - Thailandia 1
TT - Trinidad e Tobago 1
UZ - Uzbekistan 1
Totale 1.715
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Città #
Singapore 138
San Jose 98
Bologna 92
Ashburn 53
Hefei 41
Ho Chi Minh City 35
Hong Kong 32
Chicago 30
Hanoi 30
Council Bluffs 29
Dublin 29
New York 25
Boardman 23
Seoul 22
Lauterbourg 19
Los Angeles 18
Princeton 18
Santa Clara 17
Beijing 16
Milan 15
Rome 14
Soliera 13
Nuremberg 10
Southend 10
Redondo Beach 9
Redmond 8
San Diego 8
Shanghai 8
Fairfield 7
Charlottesville 6
Dallas 6
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
Newark 4
Pavullo nel Frignano 4
Philadelphia 4
Rimini 4
San Francisco 4
Seattle 4
Tappahannock 4
Tokyo 4
Abidjan 3
Amsterdam 3
Atlanta 3
Brasília 3
Buffalo 3
Chennai 3
Da Nang 3
Denver 3
Haiphong 3
Hải Dương 3
Marseille 3
Miami 3
Mount Kisco 3
Orem 3
Phoenix 3
Rockville 3
São Paulo 3
Vienna 3
Warsaw 3
Ann Arbor 2
Ascoli Piceno 2
Boydton 2
Brooklyn 2
Cambridge 2
Cardito 2
Cento 2
Chevigny-Saint-Sauveur 2
Cincinnati 2
Detroit 2
Dhaka 2
Duisburg 2
Greenville 2
Hettlingen 2
Hialeah 2
Islington 2
Jiaxing 2
Kingston 2
Lafayette 2
Montreal 2
Mumbai 2
Nantong 2
North Bergen 2
Osasco 2
Paris 2
Park Ridge 2
Pereira 2
Pomigliano d'Arco 2
Poplar 2
Ramat Gan 2
Totale 1.081
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Nome #
On the implied volatility skew outside the at-the-money point 209
Additive logistic processes in option pricing 179
Tempered positive Linnik processes and their representations 147
An Analytical Valuation Framework for Financial Assets with Trading Suspensions 124
Target volatility option pricing 110
Anomalous diffusions in option prices: Connecting trade duration and the volatility term structure 95
Trade duration risk in subdiffusive financial models 90
Volatility Targeting Using Delayed Diffusions 85
The effect of an instantaneous dependency rate on the social equitability of hybrid PAYG public pension schemes 85
Convex duality in continuous option pricing models 84
Target volatility option pricing 80
Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes 76
Dynamic portfolio allocation in complete markets with co-jumps 75
Pricing joint claims on an asset and its realized variance in stochastic volatility models 70
On the convolution equivalence of tempered stable distributions on the real line 67
Radially geometric stable distributions and processes 59
Explicit Option Pricing with Additive Processes 55
Thorin processes and their subordination 53
TIME-CHANGED MARKOV PROCESSES AND SPACE-TIME COUPLED NON-LOCAL EQUATIONS 29
Totale 1.772
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Categoria #
all - tutte 6.180
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 6.180
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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
2026/2027297 61 54 78 104 0 0 0 0 0 0 0 0
Totale 1.772