The Variance Gamma++ process and applications to energy markets
Matteo Gardini
◽
Piergiacomo Sabino
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Emanuela Sasso
Markus Ulze
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Johannes Stadler
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Andreas.W. Rathgeber
Xiaofeng Yang
◽
Jinping Yu
◽
Shenghong Li
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Albert Jerry Cristoforo
2012 ◽
Vol 12
(1)
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pp. 75-87
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2014 ◽
Vol 02
(11)
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pp. 1000-1008
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Ferry Jaya Permana
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Dharma Lesmono
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Erwinna Chendra
2013 ◽
Vol 10
(2)
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pp. 315-332
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Farzad Alavi Fard
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Ning Rong
2009 ◽
Vol 55
(3)
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pp. 483-496
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Vladimir K. Kaishev
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Dimitrina S. Dimitrova
1998 ◽
Vol 2
(1)
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pp. 79-105
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Dilip B. Madan
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Peter P. Carr
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Eric C. Chang
2015 ◽
Vol 19
(4)
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pp. 979-993
2020 ◽
Vol 40
(10)
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pp. 1548-1561
Hatem Ben‐Ameur
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Rim Chérif
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Bruno Rémillard
2015 ◽
Vol 88
(1)
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pp. 57-72
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Roman V. Ivanov
◽
Katsunori Ano