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"Normal Tempered Stable Processes and the Pricing of Energy Derivatives."

Piergiacomo Sabino (2023)

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DOI: 10.1137/21M1425207

access: closed

type: Journal Article

metadata version: 2023-02-14

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Piergiacomo Sabino:
Normal Tempered Stable Processes and the Pricing of Energy Derivatives. SIAM J. Financial Math. 14(1): 99-126 (2023)

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