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Lorenzo Torricelli

Senior assistant professor (fixed-term)

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: STAT-04/A Mathematical Methods for Economy, Finance and Actuarial Sciences

Publications

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]

Azzone M.; Torricelli L., On the implied volatility skew outside the at-the-money point, «QUANTITATIVE FINANCE», 2024, online first, pp. 1 - 11 [Scientific article]

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