GARDINI, MATTEO
GARDINI, MATTEO
100012 - Dipartimento di Economia
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A Bivariate Normal Inverse Gaussian Process with Stochastic Delay: Efficient Simulations and Applications to Energy Markets
2021-01-01 Gardini, Matteo; Sabino, Piergiacomo; Sasso, Emanuela
Correlating Lévy processes with self-decomposability: applications to energy markets
2021-01-01 Gardini, M.; Sabino, P.; Sasso, E.
Financial models in continuous time with self-decomposability: application to the pricing of energy derivatives
2022-03-22 Gardini, Matteo
The Variance Gamma++ process and applications to energy markets
2022-01-01 Gardini, M.; Sabino, P.; Sasso, E.
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A Bivariate Normal Inverse Gaussian Process with Stochastic Delay: Efficient Simulations and Applications to Energy Markets | 1-gen-2021 | Gardini, Matteo; Sabino, Piergiacomo; Sasso, Emanuela | |
| Correlating Lévy processes with self-decomposability: applications to energy markets | 1-gen-2021 | Gardini, M.; Sabino, P.; Sasso, E. | |
| Financial models in continuous time with self-decomposability: application to the pricing of energy derivatives | 22-mar-2022 | Gardini, Matteo | |
| The Variance Gamma++ process and applications to energy markets | 1-gen-2022 | Gardini, M.; Sabino, P.; Sasso, E. |