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Anzahl der Publikationen: 6
Zeitschriftenartikel
Fries, Christian und Torricelli, Lorenzo
(2020):
An Analytical Valuation Framework for Financial Assets with Trading Suspensions.
In: Siam Journal on Financial Mathematics, Bd. 11, Nr. 2: S. 566-592
Torricelli, Lorenzo
(2020):
Trade duration risk in subdiffusive financial models.
In: Physica A: Statistical Mechanics and its Applications, Bd. 541, 123694
Torricelli, Lorenzo 
ORCID: https://orcid.org/0000-0002-7419-2119
(2018):
Volatility Targeting Using Delayed Diffusions.
In: Applied Mathematical Finance, Bd. 25, Nr. 3: S. 213-246
ORCID: https://orcid.org/0000-0002-7419-2119
(2018):
Volatility Targeting Using Delayed Diffusions.
In: Applied Mathematical Finance, Bd. 25, Nr. 3: S. 213-246
Torricelli, Lorenzo
(2016):
Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes.
In: Review of Derivatives Research, Bd. 19, Nr. 1: S. 1-39
Torricelli, Lorenzo
(2013):
Pricing joint claims on an asset and its realised variance in stochastic volatility models.
In: International Journal of Theoretical and Applied Finance, Bd. 16, Nr. 01, 1350005
Di Graziano, Guiseppe und Torricelli, Lorenzo
(2012):
Target volatility option pricing.
In: International Journal of Theoretical and Applied Finance, Bd. 15, Nr. 01: S. 1250005