Lorenzo Torricelli

According to our database¹, Lorenzo Torricelli authored at least 4 papers between 2020 and 2025.

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2025

Explicit Option Pricing with Additive Processes.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2025

2024

Convex duality in continuous option pricing models.

[BibT_eX]

[DOI]

Ann. Oper. Res., May, 2024

2020

Anomalous Diffusions in Option Prices: Connecting Trade Duration and the Volatility Term Structure.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2020

An Analytical Valuation Framework for Financial Assets with Trading Suspensions.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2020