Cite
HARVARD Citation
Gardini, M. et al. (2021). A Bivariate Normal Inverse Gaussian Process with Stochastic Delay: Efficient Simulations and Applications to Energy Markets. Applied mathematical finance. 28 (2), pp. 178-199. [Online].
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Gardini, M. et al. (2021). A Bivariate Normal Inverse Gaussian Process with Stochastic Delay: Efficient Simulations and Applications to Energy Markets. Applied mathematical finance. 28 (2), pp. 178-199. [Online].