Lorenzo Torricelli

Available identifiers

zbMath Open torricelli.lorenzoMaRDI QIDQ315040

List of research outcomes

Publication	Date of Publication	Type
Tempered geometric stable distributions and processes	2023-05-25	Paper
Tempered positive Linnik processes and their representations	2022-12-19	Paper
Trade duration risk in subdiffusive financial models	2022-05-16	Paper
Additive logistic processes in option pricing	2021-11-02	Paper
Anomalous Diffusions in Option Prices: Connecting Trade Duration and the Volatility Term Structure	2021-01-15	Paper
An Analytical Valuation Framework for Financial Assets with Trading Suspensions	2020-07-13	Paper
Volatility Targeting Using Delayed Diffusions	2018-12-18	Paper
Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes	2016-09-19	Paper
PRICING JOINT CLAIMS ON AN ASSET AND ITS REALIZED VARIANCE IN STOCHASTIC VOLATILITY MODELS	2013-04-22	Paper
TARGET VOLATILITY OPTION PRICING	2012-04-24	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Lorenzo Torricelli