Matteo Gardini

Available identifiers

zbMath Open gardini.matteoMaRDI QIDQ2064646

List of research outcomes

Publication	Date of Publication	Type
The variance gamma++ process and applications to energy markets	2024-07-29	Paper
Exchange Option Pricing Under Variance Gamma-Like Models	2023-10-09	Paper
A Heath-Jarrow-Morton framework for energy markets: a pragmatic approach	2023-05-02	Paper
A bivariate normal inverse Gaussian process with stochastic delay: efficient simulations and applications to energy markets	2022-03-21	Paper
Correlating Lévy processes with self-decomposability: applications to energy markets	2022-01-06	Paper
The Variance Gamma++ Process and Applications to Energy Markets	2021-06-29	Paper
On the structure of quantum vertex algebras	2020-03-05	Paper

Research outcomes over time

This page was built for person: Matteo Gardini