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Mostrati risultati da 1 a 9 di 9
Target volatility option pricing
2012-01-01 Di Graziano, G; Torricelli, L
Pricing joint claims on an asset and its realized variance in stochastic volatility models
2013-01-01 Torricelli, Lorenzo
Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes
2016-01-01 Torricelli, L
Volatility Targeting Using Delayed Diffusions
2018-01-01 Torricelli, L.
The effect of an instantaneous dependency rate on the social equitability of hybrid PAYG public pension schemes
2020-01-01 Torricelli, L.
Anomalous diffusions in option prices: Connecting trade duration and the volatility term structure
2020-01-01 Torricelli, Lorenzo; Jacquier, Antoine
An Analytical Valuation Framework for Financial Assets with Trading Suspensions
2020-01-01 Fries, C.; Torricelli, L.
Trade duration risk in subdiffusive financial models
2020-01-01 Torricelli, Lorenzo
Tempered positive Linnik processes and their representations
2022-01-01 Torricelli, Lorenzo; Barabesi, Lucio; Cerioli, Andrea
Mostrati risultati da 1 a 9 di 9
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