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researcher

L. Mercuri

17 papers hereh-index 10361 citations60 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author8
  • middle author6
  • last author3

Across the 17 of 17 papers where every author was matched, so the position is known.

fields
  • stat.CO4
  • q-fin.ST3
  • math.ST2
  • q-fin.MF2
  • q-fin.PR2
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20142026
most citedAn Efficient Unified Approach for Spread Option Pricing in a Copula Market Model

6 citations · 14 across the 16 of their papers we have counts for

collaborators
Showing 2023 · math.STShow all

1 paper · 2 filters

math.ST2023

Quasi-Likelihood Analysis for Student-Lévy Regression

Hiroki Masuda, Lorenzo Mercuri, Yuma Uehara

We consider the quasi-likelihood analysis for a linear regression model driven by a Student-t Lévy process with constant scale and arbitrary degrees of freedom. The model is observ…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.