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Lorenzo Torricelli
ORCID
Publication Activity (10 Years)
Years Active: 2020-2024
Publications (10 Years): 3
Top Topics
Long Run
Lightweight
Bayesian Framework
Option Pricing
Top Venues
SIAM J. Financial Math.
Ann. Oper. Res.
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Publications
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Peter Carr
,
Lorenzo Torricelli
Convex duality in continuous option pricing models.
Ann. Oper. Res.
336 (1-2) (2024)
Christian P. Fries
,
Lorenzo Torricelli
An Analytical Valuation Framework for Financial Assets with Trading Suspensions.
SIAM J. Financial Math.
11 (2) (2020)
Antoine Jacquier
,
Lorenzo Torricelli
Anomalous Diffusions in Option Prices: Connecting Trade Duration and the Volatility Term Structure.
SIAM J. Financial Math.
11 (4) (2020)