Access Statistics for Lorenzo Mercuri
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Mixed Tempered Stable distribution | 0 | 0 | 0 | 25 | 1 | 4 | 7 | 120 |
| Multivariate Mixed Tempered Stable Distribution | 0 | 0 | 0 | 15 | 0 | 3 | 3 | 23 |
| Option Pricing in a Dynamic Variance-Gamma Model | 0 | 0 | 0 | 16 | 1 | 4 | 11 | 80 |
| Parametric Risk Parity | 0 | 0 | 0 | 39 | 0 | 2 | 4 | 55 |
| Total Working Papers | 0 | 0 | 0 | 95 | 2 | 13 | 25 | 278 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Approximation of the variance gamma model with a finite mixture of normals | 0 | 0 | 0 | 40 | 0 | 1 | 5 | 167 |
| COGARCH(p, q): Simulation and Inference with the yuima Package | 0 | 0 | 1 | 16 | 1 | 6 | 13 | 61 |
| Implementation of Lévy CARMA model in Yuima package | 0 | 0 | 0 | 15 | 2 | 7 | 14 | 70 |
| Mixed tempered stable distribution | 0 | 0 | 0 | 3 | 1 | 5 | 10 | 26 |
| Option pricing in a Garch model with tempered stable innovations | 0 | 0 | 0 | 121 | 1 | 2 | 7 | 378 |
| Option pricing in a conditional Bilateral Gamma model | 0 | 0 | 0 | 3 | 0 | 5 | 11 | 29 |
| Option pricing in an exponential MixedTS Lévy process | 0 | 0 | 1 | 8 | 0 | 2 | 6 | 44 |
| PRICING ASIAN OPTIONS IN AFFINE GARCH MODELS | 0 | 0 | 2 | 6 | 0 | 3 | 16 | 40 |
| Portfolio allocation using multivariate variance gamma models | 0 | 0 | 1 | 21 | 0 | 1 | 2 | 107 |
| Portfolio selection with independent component analysis | 0 | 0 | 1 | 22 | 1 | 2 | 15 | 86 |
| Risk parity for Mixed Tempered Stable distributed sources of risk | 0 | 0 | 0 | 3 | 1 | 4 | 7 | 42 |
| Total Journal Articles | 0 | 0 | 6 | 258 | 7 | 38 | 106 | 1,050 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail
Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.