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~person:"Gardini, Matteo"
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Gardini, Matteo
Yamazaki, Kazutoshi
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Lleo, Sébastien
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Applied mathematical finance
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Decisions in economics and finance : a journal of applied mathematics
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Correlating
Lévy
processes
with self-decomposability : applications to energy markets
Gardini, Matteo
;
Sabino, Piergiacomo
;
Sasso, Emanuela
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
2
,
pp. 1253-1280
Persistent link: https://www.econbiz.de/10012795133
Saved in:
2
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
3
A bivariate normal inverse Gaussian process with stochastic delay : efficient simulations and applications to energy markets
Gardini, Matteo
;
Sabino, Piergiacomo
;
Sasso, Emanuela
- In:
Applied mathematical finance
28
(
2021
)
2
,
pp. 178-199
Persistent link: https://www.econbiz.de/10013171069
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