Matteo Gardini

MaRDI QIDQ2064646zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Closed-form option formulas for Kou-like models Quantitative Finance	2025-12-12	Paper
A Heath-Jarrow-Morton framework for energy markets: review and applications for practitioners Decisions in Economics and Finance	2025-08-25	Paper
The variance gamma++ process and applications to energy markets Applied Stochastic Models in Business and Industry	2024-07-29	Paper
Exchange Option Pricing Under Variance Gamma-Like Models Applied Mathematical Finance	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 Applied Mathematical Finance	2022-03-21	Paper
Correlating Lévy processes with self-decomposability: applications to energy markets Decisions in Economics and Finance	2022-01-06	Paper
The Variance Gamma++ Process and Applications to Energy Markets	2021-06-29	Paper
On the structure of quantum vertex algebras Journal of Mathematical Physics	2020-03-05	Paper

Research outcomes over time

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