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20142026
most citedEstimation and Simulation of a COGARCH(p,q) model in the YUIMA project

3 citations · 5 across the 10 of their papers we have counts for

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q-fin.MF2026

Market-implied time to transition to a low-carbon economy: a stochastic modelling and inference framework

Lorenzo Mercuri, Andrea Perchiazzo, Edit Rroji +1

This paper introduces a new market-implied object, Time to Transition (TtT), extracted from the difference between two selected nodes of the greenium term structure. TtT is defined…