Torricelli, Lorenzo

1. Anomalous diffusions in option prices: connecting trade duration and the\n volatility term structure
   2019/08/08 by Antoine Jacquier, Lorenzo Torricelli, Jacquier, Antoine +1 · 1 citation
   Economics, Econometrics and Finance · #91G20 #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Markets and Investment Strategies #Pricing of Securities (q-fin.PR) #Stochastic processes and financial applications
2. Time-changed Markov processes and space-time coupled non-local equations
   2024/12/19 by Giacomo Ascione, Ascione, Giacomo, Enrico Scalas +5 · 2 citations
   Decision Sciences · #Simulation Techniques and Applications