@article{anexpandedlocalvariancegammamodel,
  title = {An Expanded Local Variance Gamma model},
  author = {Peter Carr and Andrey Itkin},
  year = {2018},
  eprint = {1802.09611},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1802.09611v2},
}