Access Statistics for Lorenzo Mercuri

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Mixed Tempered Stable distribution	0	0	0	25	0	0	0	113
Multivariate Mixed Tempered Stable Distribution	0	0	0	15	0	0	0	20
Option Pricing in a Dynamic Variance-Gamma Model	0	1	2	16	1	2	5	70
Parametric Risk Parity	0	0	0	39	0	1	2	51
Total Working Papers	0	1	2	95	1	3	7	254

Journal Article	File Downloads				Abstract Views
Journal Article	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	0	3	162
COGARCH(p, q): Simulation and Inference with the yuima Package	1	1	2	16	2	2	3	50
Implementation of Lévy CARMA model in Yuima package	0	0	1	15	0	1	4	56
Mixed tempered stable distribution	0	0	1	3	0	0	1	16
Option pricing in a Garch model with tempered stable innovations	0	0	0	121	1	1	3	372
Option pricing in a conditional Bilateral Gamma model	0	0	2	3	0	0	2	18
Option pricing in an exponential MixedTS Lévy process	0	0	0	7	0	0	1	38
PRICING ASIAN OPTIONS IN AFFINE GARCH MODELS	1	2	2	5	1	2	5	25
Portfolio allocation using multivariate variance gamma models	1	1	1	21	1	2	3	106
Portfolio selection with independent component analysis	0	0	0	21	0	0	1	71
Risk parity for Mixed Tempered Stable distributed sources of risk	0	0	0	3	1	1	1	36
Total Journal Articles	3	4	9	255	6	9	27	950

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Statistics updated 2025-05-12