The variance gamma++ process and applications to energy markets (Q6580711)
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scientific article; zbMATH DE number 7888923
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The variance gamma++ process and applications to energy markets |
scientific article; zbMATH DE number 7888923 |
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The variance gamma++ process and applications to energy markets (English)
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29 July 2024
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energy markets
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FFT
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Lévy processes
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Monte Carlo
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option pricing
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self-decomposability
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