Author/Creator: Sasso, Emanuela - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Sasso, Emanuela

1. A Bivariate Normal Inverse Gaussian Process with Stochastic Delay: Efficient Simulations and Applications to Energy Markets. Issue 2 (4th March 2021)

Authors:: Gardini, Matteo; Sabino, Piergiacomo; Sasso, Emanuela
Journal:: Applied mathematical finance
Issue:: Volume 28:Issue 2(2021)
Page Start:: 178
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

2. The Variance Gamma++ process and applications to energy markets. (6th January 2022)

Authors:: Gardini, Matteo; Sabino, Piergiacomo; Sasso, Emanuela
Journal:: Applied stochastic models in business and industry
Issue:: Volume 38:Number 2(2022)
Page Start:: 391
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗