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Lorenzo Torricelli
ORCID
Publication Activity (10 Years)
Years Active: 2020-2020
Publications (10 Years): 2
Top Topics
Bayesian Framework
Structural Information
Trading Strategies
Long Term
Top Venues
SIAM J. Financial Math.
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Publications
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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)