Azzone, M.; Torricelli, L., On the implied volatility skew outside the at-the-money point, «QUANTITATIVE FINANCE», in corso di stampa, online first, pp. 1 - 11 [articolo]
Azzone, M.; Torricelli, L., Explicit Option Pricing with Additive Processes, «SIAM JOURNAL ON FINANCIAL MATHEMATICS», 2025, 16, pp. 747 - 802 [articolo]
Torricelli, L., Radially geometric stable distributions and processes, «ADVANCES IN APPLIED PROBABILITY», 2025, N/A, pp. 1 - 38 [articolo]
Torricelli, L., Thorin processes and their subordination, «SCANDINAVIAN ACTUARIAL JOURNAL», 2025, N/A, pp. 1 - 39 [articolo]
Torricelli L., On the convolution equivalence of tempered stable distributions on the real line, «STATISTICS & PROBABILITY LETTERS», 2024, 207, Article number: 110034, pp. 0 - 0 [articolo]
