The Variance Gamma++ Process and Applications to Energy Markets
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Publication:6371553
arXiv2106.15452MaRDI QIDQ6371553
Emanuela Sasso, Matteo Gardini, Piergiacomo Sabino
Publication date: 29 June 2021
arXiv2106.15452MaRDI QIDQ6371553
Emanuela Sasso, Matteo Gardini, Piergiacomo Sabino
Publication date: 29 June 2021