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Mostrati risultati da 1 a 8 di 8
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
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Target volatility option pricing | 1-gen-2012 | Di Graziano, G; Torricelli, L | |
| Pricing joint claims on an asset and its realized variance in stochastic volatility models | 1-gen-2013 | Torricelli, Lorenzo | |
| Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes | 1-gen-2016 | Torricelli, L | |
| Volatility Targeting Using Delayed Diffusions | 1-gen-2018 | Torricelli, L. | |
| The effect of an instantaneous dependency rate on the social equitability of hybrid PAYG public pension schemes | 1-gen-2020 | Torricelli, L. | |
| Anomalous diffusions in option prices: Connecting trade duration and the volatility term structure | 1-gen-2020 | Torricelli, Lorenzo; Jacquier, Antoine | |
| An Analytical Valuation Framework for Financial Assets with Trading Suspensions | 1-gen-2020 | Fries, C.; Torricelli, L. | |
| Trade duration risk in subdiffusive financial models | 1-gen-2020 | Torricelli, Lorenzo |
Mostrati risultati da 1 a 8 di 8
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