Leung, T., & Lu, K. W. (2025). Pricing energy spread options with variance gamma-driven Ornstein-Uhlenbeck dynamics.
Chicago Style (17th ed.) CitationLeung, Tim, and Kevin W. Lu. Pricing Energy Spread Options with Variance Gamma-driven Ornstein-Uhlenbeck Dynamics. 2025.
MLA (9th ed.) CitationLeung, Tim, and Kevin W. Lu. Pricing Energy Spread Options with Variance Gamma-driven Ornstein-Uhlenbeck Dynamics. 2025.
Warning: These citations may not always be 100% accurate.