TORRICELLI, Lorenzo
TORRICELLI, Lorenzo
Dipartimento di Scienze Economiche e Aziendali
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Risultati 1 - 9 di 9 (tempo di esecuzione: 0.015 secondi).
An Analytical Valuation Framework for Financial Assets with Trading Suspensions
2020-01-01 Fries, C.; Torricelli, L.
Anomalous diffusions in option prices: Connecting trade duration and the volatility term structure
2020-01-01 Torricelli, Lorenzo; Jacquier, Antoine
Pricing joint claims on an asset and its realized variance in stochastic volatility models
2013-01-01 Torricelli, Lorenzo
Target volatility option pricing
2012-01-01 Di Graziano, G; Torricelli, L
Tempered positive Linnik processes and their representations
2022-01-01 Torricelli, Lorenzo; Barabesi, Lucio; Cerioli, Andrea
The effect of an instantaneous dependency rate on the social equitability of hybrid PAYG public pension schemes
2020-01-01 Torricelli, L.
Trade duration risk in subdiffusive financial models
2020-01-01 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.