An Analytical Valuation Framework for Financial Assets with Trading Suspensions. - Christian P. Fries; Lorenzo Torricelli (SIAM J. Financial Math., 2020)

Anomalous Diffusions in Option Prices: Connecting Trade Duration and the Volatility Term Structure. - Antoine Jacquier; Lorenzo Torricelli (SIAM J. Financial Math., 2020)

Convex duality in continuous option pricing models. - Peter Carr; Lorenzo Torricelli (Ann. Oper. Res., 2024)

Explicit Option Pricing with Additive Processes. - Michele Azzone; Lorenzo Torricelli (SIAM J. Financial Math., 2025)