Lorenzo Mercuri

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Papers (8)

1. Market-implied time to transition to a low-carbon economy: a stochastic modelling and inference framework q-fin.MF · 2026 · author #1
2. Multivariate Mixed Tempered Stable Distribution q-fin.ST · 2016 · author #3
3. Discrete time approximation of a COGARCH(p,q) model and its estimation math.ST · 2015 · author #2
4. Estimation and Simulation of a COGARCH(p,q) model in the YUIMA project stat.CO · 2015 · author #2
5. Parametric Risk Parity q-fin.RM · 2014 · author #1
6. Implementation of L\'evy CARMA model in Yuima package stat.CO · 2014 · author #2
7. Mixed Tempered Stable distribution q-fin.ST · 2014 · author #2
8. Option Pricing in a Dynamic Variance-Gamma Model q-fin.PR · 2014 · author #1

Mentions

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Frequent Coauthors

• Edit Rroji 6 shared papers
• Stefano M. Iacus 3 shared papers
• Andrea Perchiazzo 1 shared papers
• Asmerilda Hitaj 1 shared papers
• Fabio Bellini 1 shared papers
• Friedrich Hubalek 1 shared papers
• Ilaria Stefano 1 shared papers