Ascione, Giacomo; Toaldo, Bruno; Scalas, Enrico; Torricelli, Lorenzo, TIME-CHANGED MARKOV PROCESSES AND SPACE-TIME COUPLED NON-LOCAL EQUATIONS, «STOCHASTIC PROCESSES AND THEIR APPLICATIONS», 2026, 201, Article number: 105057 , pp. 1 - 51 [Scientific article]Open Access
Torricelli, L., Thorin processes and their subordination, «SCANDINAVIAN ACTUARIAL JOURNAL», 2026, 2026, pp. 21 - 59 [Scientific article]
Oliva, Imma; Stefani, Ilaria; Torricelli, Lorenzo, Dynamic portfolio allocation in complete markets with co-jumps, «ANNALS OF OPERATIONS RESEARCH», 2025, 2025, pp. 1 - 26 [Scientific article]Open Access
Azzone, M.; Torricelli, L., Explicit Option Pricing with Additive Processes, «SIAM JOURNAL ON FINANCIAL MATHEMATICS», 2025, 16, pp. 747 - 802 [Scientific article]Open Access
Azzone, M.; Torricelli, L., On the implied volatility skew outside the at-the-money point, «QUANTITATIVE FINANCE», 2025, 25, pp. 51 - 61 [Scientific article]Open Access
Torricelli, L., Radially geometric stable distributions and processes, «ADVANCES IN APPLIED PROBABILITY», 2025, 57, pp. 1392 - 1429 [Scientific article]Open Access
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 [Scientific article]
